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Given the following information, compute the standard deviation of the following 2 asset portfolio. Asset A = 40% of portfolio Cov (a,b) = -1.2% a

Given the following information, compute the standard deviation of the following 2 asset portfolio.

Asset A = 40% of portfolio

Cov(a,b) = -1.2%

a = 12.5%

b = 20%

Choose one answer.

11.14%

7.94%

15.15%

10.55%

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