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Here are some historical data on the risk characteristics of Ford and Harley Davidson Ford Harley Davidson B (beta) 1.27 10.66 Yearly standard deviation of

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Here are some historical data on the risk characteristics of Ford and Harley Davidson Ford Harley Davidson B (beta) 1.27 10.66 Yearly standard deviation of 20 30 return (%) The correlation coefficient of Ford's return versus Harley Davidson is -0.3 Question: What is the standard deviation of a portfolio invested one-third in Ford, one-third in Harley Davidson, and one-third in risk-free Treasury bills? Multiple Choice 3.21% 14.98% 0% 10.21%

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