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Please show your work. Expected Annual Expected Standard Security Return Deviation AL 20% 25% B 13% 15% 9 5. If the correlation of returns between

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Expected Annual Expected Standard Security Return Deviation AL 20% 25% B 13% 15% 9 5. If the correlation of returns between the two securities in the portfolio = 0.-0.1, then the standard deviation of a 70 portfolio with 60% invested in Security A and 40% invested in Security B is equal to

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