You are given the following information Stock 1 Stock 2 Expected Return 30%...

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Finance

You are given the following information

Stock 1 Stock 2

Expected Return 30% 15%

Standard Deviation 20% 12%

Assume that the correlation coefficient between stock 1 and stock 2 returns is 10%. Compute the portfolio expected return and standard deviation if you invest 10% of your wealth in stock 1.

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