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If an asset has a 35% probability of earning a 20% return and a 65% probability of earning a 5% return, what is its standard

If an asset has a 35% probability of earning a 20% return and a 65% probability of earning a 5% return, what is its standard deviation? 1.2% 18.0% 7.2% 11.0% 12.2%

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