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An investor has a two-stock portfolio (Stocks A and B) with the following characteristics: o = 55%; o = 85%; Covariance = 0.09; W =

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An investor has a two-stock portfolio (Stocks A and B) with the following characteristics: o = 55%; o = 85%; Covariance = 0.09; W = 70% ; W = 30% The variance of the portfolio is closest to: 0.39 0.54 0.25

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