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Given the following information, the standard deviation of a portfolio consisting of 20% asset A and 80% asset B is Asset Expected Return Standard Deviation
Given the following information, the standard deviation of a portfolio consisting of 20% asset A and 80% asset B is
Asset | Expected Return | Standard Deviation |
A | 12% | 24% |
B | 7% | 9% |
Correlation coefficient between A and B | 0.25 |
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