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A portfolio has 35% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 40% and

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A portfolio has 35% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 40% and 30%, respectively, and the correlation between IBM and MSFT is -0.5. What is the standard deviation of the portfolio? O A. 17.41% OB. 19.16% OC. 15.67% OD. 16.54%

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