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A porfolio has 2.5% of its value in IBM shares and the rest in Merosoft (MSFT, The volatilty of IBM and MSFT are 40% and

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A porfolio has 2.5% of its value in IBM shares and the rest in Merosoft (MSFT, The volatilty of IBM and MSFT are 40% and 30%, respectively, and the correlation between iaM and MSFT is - 0.1. What is the standard devation of the portlolio? A. 26.06% B. 21.32% c. 23.69% D. 22.518

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