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11. The standard deviation of a portfolio of risky securities is A. the square root of the weighted sum of the securities' variances. B. the

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11. The standard deviation of a portfolio of risky securities is A. the square root of the weighted sum of the securities' variances. B. the square root of the sum of the securities' variances. C. the square root of the weighted sum of the securities' variances and covariances. D. the square root of the sum of the securities' covariances. E. is the weighted sum of the securities' covariances

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