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Business, 30.09.2019 19:00 yungkxng57

The two stocks in your portfolio, x and y, have independent returns, so the correlation between them, rxyis zero. your portfolio consists of $50,000 invested in stock x and $50,000 invested in stock y. both stocks have an expected return of 15%, betas of 1.6, and standard deviations of 30%. which of the following statements best describes the characteristics of your 2-stock portfolio? a. your portfolio has a standard deviation less than 30%, and its beta is greater than 1.6.b. your portfolio has a beta equal to 1.6, and its expected return is 15%.c. your portfolio has a beta greater than 1.6, and its expected return is greater than 15%.d. your portfolio has a standard deviation greater than 30% and a beta equal to 1.6.e. your portfolio has a standard deviation of 30%, and its expected return is 15%

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