The annual expected return and standard deviation of


The annual expected return and standard deviation of returns for 2 assets are as follow:

Asset A: E[r]=10%, SD[r]=30%
Asset B: E[r]=20%, SD[r]=50%
the correlation between the returns is 0.15.

what is the correlation between the returns on the portfolios below?
portfolio 1: 80% in A, 20% in B
portfolio 2: 20% in A, 20% in B

 

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Finance Basics: The annual expected return and standard deviation of
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