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PLEASE PLEASE HELP ASAP Security X has standard deviation of 10%. Security Y has standard deviation of 20%. If the two securities have a correlation

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Security X has standard deviation of 10%. Security Y has standard deviation of 20%. If the two securities have a correlation coefficient of -0.50, what is the standard deviation of portfolio P? The weights of securities X and Y in portfolio P are 0.3 and 0.7, respectively. 13.88% 12.77% 14.84% 11.39% None of the options are correct

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