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Given That X Is the Yearly Proportional Return for Stock

Question 32

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Given that x is the yearly proportional return for stock G and y is the yearly proportional return for stock H,μx = .16,μy = .07,σx = .11,σy = .11,and σxy2 = .0321.Find the mean and standard deviation of the portfolio return: P = .45x + .55y.

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Mean = .11...

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