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L6 Given the following expectations for return, risk and correlation: An optimal portfolio of S and B has been calculated to contain 0.5 stocks, i.e.

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Given the following expectations for return, risk and correlation: An optimal portfolio of S and B has been calculated to contain 0.5 stocks, i.e. portfolio S (out of a possible 100% or 1.0). What would be the standard deviation of the optimal portfolio from S find B ? 0.0744 0.0641 0.0582 0.0671 0.0711

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