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Hello need help with solving the following question please solve all parts and show work clearly Will leave rating for correct answer with clear work
Hello need help with solving the following question please solve all parts and show work clearly
Will leave rating for correct answer with clear work
Security A has a standard deviation of 10%. Security B has a standard deviation of 20%. The correlation of returns is 0.8. D)What is the covariance between the two securities? ii)What is the standard deviation of a two-security portfolio invested 30% in security A and 70% in security BStep by Step Solution
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