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Please provide a detailed explanation (Answer both requirement): Security A has a standard deviation of 10%. Security B has a standard deviation of 20%. The

Please provide a detailed explanation (Answer both requirement):

Security A has a standard deviation of 10%. Security B has a standard deviation of 20%. The correlation of returns is 0.8.

a. What is the covariance between the two securities (5 points)?

b. What is the standard deviation of a two-security portfolio invested 30% in security A and 70% in security B (5 points)?

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