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Assume there is a fixed exchange rate between the Canadian and U.S. dollar. The expected return and standard deviation of return on the U.S. stock market are 20% and 12%, respectively. The expected return and standard deviation on the Canadian stock market are 15% and 10%, respectively. The correlation coefficient between the two markets is 0.5.If you invested equally in both markets:a. What is the expected return of your portfolio? (5 pts)b. What is the standard deviation of your portfolio? (10
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