damiangomzzz903
damiangomzzz903
03.05.2021 • 
Mathematics

Consider the following expected​ returns, volatilities, and​ correlations: Stock Expected Return Standard Deviation Correlation with Duke Energy Correlation with Microsoft Correlation with WalMart Duke Energy ​% ​6% 1.0 1.0 0.0 Microsoft ​% ​24% 1.0 1.0 0.7 ​Wal-Mart ​23% ​14% 0.0 0.7 1.0 The expected return of a portfolio that is equally invested in Duke Energy and Microsoft is closest​ to:

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