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A portfolio is equally weighted. Security One has a standard deviation of 10 percent. Security Two has a standard deviation of 8 percent. The securities
A portfolio is equally weighted. Security One has a standard deviation of 10 percent. Security Two has a standard deviation of 8 percent. The securities have a covariance of .4254. What is the portfolio variance? .0061 .2168 .8590 .8549 .2209
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