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( ii ) Ms . Srishti, a prospective investor, has collected the following information pertaining to two securities A and B: The correlation coefficient between

(ii) Ms. Srishti, a prospective investor, has collected the following information pertaining
to two securities A and B:
The correlation coefficient between the returns on securities A and B is 0.75. If
variance of returns on the market index is 225%, what would be the systematic risk of
a portfolio consisting of these two securities in equal proportions?
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