Compute the average (expected) return and volatility (standard deviation) for shares A and B
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Compute the average (expected) return and volatility (standard deviation) for shares A and B.
Determine the covariance and the correlation coefficient between returns on A and returns on B.
Calculate the expected return and standard deviation for a portfolio P of share A and share B, where the proportion invested in A is 50.28%.
A second portfolio Q also comprise share A and share B, where the proportion invested in A is 10.00%. %. Where necessary, perform additional calculations and discuss which portfolio is efficient.
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