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19. A portfolio consists of a 1-year Treasury note and risky secu- rity X. the note returns 9% and the expected return of security X
19. A portfolio consists of a 1-year Treasury note and risky secu- rity X. the note returns 9% and the expected return of security X is 11% and its standard deviation is 4%. The covariance od re- turn between the two securities is a) 4.3 b) -7.5 c) 0 d).78
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