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2. (1.5 credit) Calculate the risk (standard deviation of the following two-security portfolio if the correlation coefficient between the two securities is equal to 0.5.

2. (1.5 credit) Calculate the risk (standard deviation of the following two-security portfolio if the correlation coefficient between the two securities is equal to 0.5. Varianse Weight (in the portfolio) 10% 20% Security A Security B 03

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