Calculate the mean (average return), variance, and standard deviation of a portfolio consisting of 70%...
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Finance
Calculate the mean (average return), variance, and standard deviation of a portfolio consisting of 70% in A and 30% in B. Show your work in detail.
SecurityReturnStandard DeviationAllocationCorrelation
A
12%
16%
70%
Correlation
Between A and B = 0.60
B
8%
10%
30%
Please write your conclusion in the table below.
InvestmentReturnRiskA B Portfolio
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