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A portfolio has 25% of its volue in IBM shares and the rest in Microsolt (MSFT). The volasily of IBM and MSFT are 400 and

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A portfolio has 25% of its volue in IBM shares and the rest in Microsolt (MSFT). The volasily of IBM and MSFT are 400 and 30%, respectively, and the correlation between i8M and MSFT is - 0.1, What is the standard deviation of the portfolio? A. 28.00% B. 21.32% C. 23.69% D. 22.51%

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