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MSBM has a two stocks portfolio. The assets are equally weighted with information shown below. Determine the standard deviation of the portfolio given a
MSBM has a two stocks portfolio. The assets are equally weighted with information shown below. Determine the standard deviation of the portfolio given a correlation of 0.4 between the returns of firm A and B. standard EG deviation firm A 15% 12% firm B 10% 6% Select one: O a. 0.0771 O b. 0.06734 O c. 0.0567 O d. 0.1123 O e. 0.1265
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