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A portfolio has 45 percent of its funds invested in Security One and 55 percent invested in Security Two. Security One hes a standard deviation

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A portfolio has 45 percent of its funds invested in Security One and 55 percent invested in Security Two. Security One hes a standard deviation of 6 percent Security Two has a standard devietion of 12 percent. The securities have a coefficient of correlation of 62. What is the portfolio varlance? O 006946 007295

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