Find the expected returns ($\bar R_{AB}$) of a two stock portfolio with securities A(expected return) ($\bar R_{A}$ =4%, $\omega{A}$=0.5) and ($ \bar R_{A}$ =6%, $\omega{A}$=0.5) here $ \omega{A}$ and $\omega{B}$ are proportionate weights invested in the two securities (A and B)
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