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Assume you have a portfolio which is 60% invested in bonds and 40% in equities. Using the covariance matrix provided below, what is the standard
Assume you have a portfolio which is 60% invested in bonds and 40% in equities. Using the covariance matrix provided below, what is the standard deviation of returns on the portfolio: Bonds Equities Bonds 169 121 Equities 121 324 A. B. C. .0171 .1307 .1168
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