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For assets A and B we know the following: E(RA) = 0.10, E(RB) = 0.20, Var(RA) = 0.25, Var(RB) = 0.36 and the correlation of the returns is 0.6. What is the expected return of a portfolio that is equally invested in the two assets?A) 0.3050.B) 0.2275.C) 0.1500.
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