CFA Level I sample question

CFA Level I Portfolio Risk and Return: Part I question

Portfolio Management / Portfolio Risk and Return: Part I

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Portfolio Risk and Return: Part I sample question

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Portfolio Management

Portfolio Risk and Return: Part I

A portfolio holds 40% in Asset A and 60% in Asset B. Asset A has expected return 7% and standard deviation 12%; Asset B has expected return 11% and standard deviation 18%; their correlation is -0.25. The portfolio expected return and standard deviation are closest to:

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