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Question 1 7 A portfolio has 3 5 % of its value in ABC shares and the rest in x Y Z stock. The standard

Question 17
A portfolio has 35% of its value in ABC shares and the rest in xYZ stock. The standard deviation of ABC and xYZ are
35% and 30%, respectively, and the correlation between ABC and xYZ is 0.4. What is the standard deviation of the
portfolio?
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