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1. You are given the following information about a portfolio with four assets. Asset Market Value of Asset Covariance of assets return with the portfolio

1. You are given the following information about a portfolio with four assets. Asset Market Value of Asset Covariance of assets return with the portfolio return I 40,000 0.15 II 20,000 -0.10 III 10,000 0.20 IV 30,000 -0.05 Calculate the standard deviation of the portfolio return.

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