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Consider a portfolio P comprised of two risky assets (a and b) shoes returns have a correlation of .07. risky asset A has an expected

Consider a portfolio P comprised of two risky assets (a and b) shoes returns have a correlation of .07. risky asset A has an expected return of 10% and standard deviation of 15%. Risky asset B has an expected return of 7% and standard deviation of 11%. what is the standard deviation of portfolio P if the assets are proportionally equally invested in risky assets A and B

8.50%

1.44%

15%

12%

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