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A portfolio has 30% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 25% and

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A portfolio has 30% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 25% and 33%, respectively, and the correlation between IBM and MSFT is 0.6. What is the standard deviation of the portfolio? Multiple Choice C 27.78 percent 30.6 percent 14.8 percent 28.24 percent

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