= 10. Return after one year for stock X is a random variable with ux 112, ax = 10. Return for stock Y (a different company) has the same u and o. Assuming that X and Y are independent. The empirical rule states that approximately 68% of the time, a RV will be within one standard deviation of its mean. According to this rule, in what interval will the return of a portfolio consisting of 2 units of stock X and 3 units of stock Y occur about 2/3 of the time?

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Q: this was completely wrong, and it took me more than hour

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