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Mean and Standard Deviation of a Portfolio Assignment | Homework For You

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Shares of company A have mean return of 10 percent with standard deviation of 5 percent, and shares of company B have mean return of 10 percent also but standard deviation of 10 percent. Assuming that the correlation coefficient between these returns is -0.25, the mean and standard deviation of a portfolio of investing 0.8 of our money in A and the rest in B …

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