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Correlation With Standard Deviation(%) A B C D A 10 1.0 B 8 0.6 1.0 C 20 0.2 -1.0 1.0 D 16 0.5 0.3 0.8

Correlation With Standard Deviation(%) A B C D A 10 1.0 B 8 0.6 1.0 C 20 0.2 -1.0 1.0 D 16 0.5 0.3 0.8 1.0 a.) calculate the standard deviation for a portfolio consisting of stock B and C, assuming the following weights: (1) 30 percent in B and 70 percent in C; (2) 30 percent in C and 70 percent in B. b.) Of the two portfolios, is one of them dominating? Explain

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