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A portfolio consists of 3 securities 1 , 2 and 3 . The proportion of these securities is 0 . 3 , 0 . 5

A portfolio consists of 3 securities 1,2 and 3. The proportion of these securities is 0.3,0.5 and 0.2. The standard deviation of returns on these securities is 6,9 and 10 respectively. The corelation coefficient among security are 1 and 2=0.4,1 and 3=0.6 and 2 and 3=0.7. What is standard deviation of portfolio return?
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