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If there is a risky asset with a standard deviation of 0.06, what would be the standard deviation of a portfolio with a weight of
If there is a risky asset with a standard deviation of 0.06, what would be the standard deviation of a portfolio with a weight of 0.8 on the risky asset, and a weight of 1-0.8 on the risk free asset?
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Pricing Analytics Models And Advanced Quantitative Techniques For Product Pricing
Authors: Walter R. Paczkowski
1st Edition
1138623938, 9781138623934
