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Consider two securities, A and B, with expected returns of 15% and 20%, respectively, and standard deviations of 30% and 40%, respectively. Calculate the standard

Consider two securities, A and B, with expected returns of 15% and 20%, respectively, and standard deviations of 30% and 40%, respectively. Calculate the standard deviation of a portfolio weighted equally between the two securities if their correlation is:

a.0.9

b.0.0

c.-0.9

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