Question: You construct a portfolio containing two stocks, X and Y. You invest 45% of your funds in Stock X and the remainder in Stock

You construct a portfolio containing two stocks, X and Y. You invest

You construct a portfolio containing two stocks, X and Y. You invest 45% of your funds in Stock X and the remainder in Stock Y. Stock X has an expected return of 6.1% and has a standard deviation of 12%. Stock Y has an expected return of 15.8% and has a standard deviation of 19%. The covariance between the two stocks is 0.0114. What is the expected return on the portfolio? a. 11.84% b. 11.24% x c. 10.74% d. 11.44%

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