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Q17. Asset A and B have individual asset standard deviations of 9% and have a standard deviation of 2 1 % respectively. The correlation between

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Q17. Asset A and B have individual asset standard deviations of 9% and have a standard deviation of 2 1 % respectively. The correlation between both assets is-0.4. If 60% is invested in Asset A and the remainder in Asset B what is the two-asset portfolio standard deviation? A. 10.6% B. 15.0% C. 8.0% * D. 7.9%

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