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can anyone solve this? You have a portfolio consisting of only two assets: $100,000 worth of Stock A, which has a standard deviation of returns
can anyone solve this?
You have a portfolio consisting of only two assets: $100,000 worth of Stock A, which has a standard deviation of returns of 10%, and $400,000 worth of Stock B, which has a standard deviation of returns of 20%. A and B have a correlation coefficient of 0.90. What is the standard deviation of returns of the portfolio? 0.1764 O a. O b. 0.1782 O c 0.2400 Cannot be determined based on the information given O O e 0.1600Step by Step Solution
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