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please show all work and anwer both parts. Thanks. Security A has a standard deviation of 12%. Security B has a standard deviation of 20%.

please show all work and anwer both parts. Thanks.
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Security A has a standard deviation of 12%. 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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