You are considering two assets with the following characteristics. E ( R 1 ) = 0.14 E

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You are considering two assets with the following characteristics.

E(R₁) = 0.14 E(₁) = 0.13 w₁ = 0.7

E(R₂) = 0.21 E(₂) = 0.23 w₂ = 0.3

Compute the mean and standard deviation of two portfolios if r_1,2 = 0.20 and -0.50, respectively. Do not round intermediate calculations. Round your answers for the mean of two portfolios to three decimal places and answers for standard deviations of two portfolios to five decimal places.

Mean of two portfolios:____________.

Standard deviation of two portfolios if r_1,2 = 0.20: ___________.

Standard deviation of two portfolios if r_1,2 = -0.50:____________.

Posted Date: May 18, 2024 06:15 PM

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You are considering two assets with the following characteristics. E ( R 1 ) = 0.14 E

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