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Given information about two investments, X and Y with the following characteristics: E(X) = $50, E(Y) = $100, V(X) = 9,000, V(Y) = 15,000, and

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Given information about two investments, X and Y with the following characteristics: E(X) = $50, E(Y) = $100, V(X) = 9,000, V(Y) = 15,000, and COV (X, Y) = 7,500 If the weight of portfolio assets assigned to investment X is 30%. Compute the portfolio risk O A. 106.35 O B, 177.48 O C. 11,310 O D. 171.90

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