12. The market portfolio is assumed to be composed of four securities. Their covariances with the market
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12. The market portfolio is assumed to be composed of four securities. Their covariances with the market portfolio and their proportions are shown below:
Given these data, calculate the market portfolio's standard deviation.
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Related Book For 
Investments
ISBN: 9788120321014
6th Edition
Authors: William F. Sharpe, Gordon J. Alexander, Jeffery V. Bailey
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