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A portfolio has 20% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 35% and

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A portfolio has 20% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 35% and 30%, respectively, and the correlation between IBM and MSFT is 0.4. What is the standard deviation of the portfolio? O A. 27.56% B. 23.42% C. 30.31% D. 31.69%

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