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Assume the following about the possible yields on assets A and B Scenario Probability of scenario Yield on asset A Yield on asset B 1

Assume the following about the possible yields on assets A and B

Scenario Probability of scenario Yield on asset A Yield on asset B

1 10% -10% -20%

2 20% 16% 18%

3 40% 25% 25%

4 30% 3% 29%

Calculate the standard deviations of the yields of assets A and B.

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