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Investment A has a return of .05 in bear markets and .09 in bull markets. Investment B has a return of 0 in bear markets

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Investment A has a return of .05 in bear markets and .09 in bull markets. Investment B has a return of 0 in bear markets and 19 in bull markets. The probability of a bear market is .8 and the probability of a bull market is .2. You will invest 60% of your money in stock A and 40% in B. What is the standard deviation of your portfolio's return? .08 .04 .06 .02

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