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Assume that securities A and B are well-diversified. Find the variance of the portfolio consisting of securities A and B given that: Bp = 1.25,

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Assume that securities A and B are well-diversified. Find the variance of the portfolio consisting of securities A and B given that: Bp = 1.25, am = 3.6% O A. 0.16% B. 0.20% O C. 4.50% O D.5.63%

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