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Question 11 25 pts Two securities have the following return distributions: Economy Probability Return of...

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Question 11 25 pts Two securities have the following return distributions: Economy Probability Return of A Market Return Bad 40% 0.10 0.05 Normal 40% 0.05 0.10 Good 20% 0.20 0.15 i. Calculate the correlation coefficient between asset A and the market portfolio. ii. Suppose an investor forms a portfolio with 40% of her money in stock A and 60% of her money in B. What is the expected return of the portfolio? Upload Choose a File

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