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Hello need help with solving the following question please solve all parts and show work clearly

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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 B

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