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how is this solved? 7. You have invested equally in the risk free asset and in a risky security which has variance equal to 2.00%.
how is this solved?
7. You have invested equally in the risk free asset and in a risky security which has variance equal to 2.00%. What is the standard deviation of your portfolio that includes the two assets? a. 1.00% b. 4.50% c. 7.07% d. 14.14% Solution: CStep by Step Solution
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