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ABF Corp.'s portfolio has 45 percent of its funds invested in Security One and 55 percent invested in Security Two. Security One has a standard

ABF Corp.'s portfolio has 45 percent of its funds invested in Security One and 55 percent invested in Security Two. Security One has a standard deviation of 6 percent. Security Two has a standard deviation of 12 percent. The securities have a coefficient of correlation of .58. What is the portfolio variance?

.007295
.148635
.006119
.007152
.292185

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