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4. The variances of the returns on stocks A and B are each equal to 100. The returns on A and B are perfectly uncorrelated.

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4. The variances of the returns on stocks A and B are each equal to 100. The returns on A and B are perfectly uncorrelated. (a) If your portfolio is composed of only stock A, what is its variance? (b) If your portfolio is invested half in stock A and half in stock B, what is its variance

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