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Consider two securities A and B . A = 1 . 2 B = 1 . 1 eA = 2 . 7 6 % eB

Consider two securities A and B.
A =1.2B =1.1
eA =2.76%eB =6.06%
eA2=7.61eB2=37
Assume, m =8, then m2=64
Find out the values of A2 and B2

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