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The expected return and standard deviation of a portfolio that is 50 percent invested in 3...

The expected return and standard deviation of a portfolio that is 50 percent invested in 3 Doors, Inc.,and 50 percent invested in Down Co. are the following: 3 Doors, Inc. Down Co. Expected return, E(R) 14 % 10 % Standard deviation, σ 42 31 What is the standard deviation if the correlation is +1? 0? −1?

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