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a portfolio is invested in stock A and stock B, whose variances equal, respectively 0.1 and 0.2 and whose covariance is equal to 0.05%. the

a portfolio is invested in stock A and stock B, whose variances equal, respectively 0.1 and 0.2 and whose covariance is equal to 0.05%. the weigh of stock A in the portfolio is 50%. What is the variance of the portfolio?

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