What should you expect the return on a portfolio constructed with equal proportions of two...
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What should you expect the return on a portfolio constructed with equal proportions of two assets each with the following characteristics be (round your answer to 2 decimal places): Asset A - Expected return 20\%, expected standard deviation of returns 15\%, Beta 1.7 Asset B - Expected return 10\%, expected standard deviation of returns 10\%, Beta 8 Assume the returns on the two assets have a 60 correlation coefficient
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