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please please solve this Question in 30 minutes QUESTION 17 20 A portfolio has 70% of its value in Chipotle Mexican Grill, Inc. (CMG) shares
please please solve this Question in 30 minutes
QUESTION 17 20 A portfolio has 70% of its value in Chipotle Mexican Grill, Inc. (CMG) shares and the rest in Microsoft (MSFT). The volatility of CMG and MSFT returns are 28% and 36%, respectively. What is the volatility of the portfolio if the correlation between CMG and MSFT is 0.35? O a. 6.4796 O b. 18.3296 O C. 13.9696 O d. 25.4896Step by Step Solution
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