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An analyst is currently considering a portfolio consisting of two stocks. The first stock, Remba Co., has an expected return of 12% and a standard deviation of 16%. The second stock, Labs, Inc., has an expected return of 18% and a standard deviation of 25%. The correlation of returns between the two securities is 0.25.
If the analyst forms a portfolio with 30% in Remba and 70% in Labs, what is the portfolio's expected return? A. 15.0%. B. 16.2%. C. 17.3%. D. 21.5%. |