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Problem 4: Problem 4 Intro A multinational corporation is expecting cash flows in two currencies, X and Y. The standard deviation of monthly percentage changes

Problem 4:

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Problem 4 Intro A multinational corporation is expecting cash flows in two currencies, X and Y. The standard deviation of monthly percentage changes in X is 18% and in Y it is 5%. Their correlation is 0.55. Part 1 | Attempt 2/10 for 9 pts. If 50% of portfolio value is denominated in currency X and 50% in Y, what is the standard deviation of the portfolio? B+ decimals Submit

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