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18. An investor can invest in any combination of portfolio A and portfolio B and wants to take as little risk as possible. Portfolio A

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18. An investor can invest in any combination of portfolio A and portfolio B and wants to take as little risk as possible. Portfolio A has an expected return of 22% and a standard deviation of 45%. Portfolio B has an expected return of 14% and a standard deviation of 28%. The correlation between portfolio A and B is 0.25 . What is the lowest standard deviation that the investor can achieve when investing in a combination pf portfolio A and B

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