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Question 5 1 pts Assume investment X has a standard deviation of 20%, investment Y has a standard deviation of 20%, and X and Y

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Question 5 1 pts Assume investment X has a standard deviation of 20%, investment Y has a standard deviation of 20%, and X and Y have a correlation of 0.5. If 50% is invested in X and 50% is invested in Y then which is following is true? The portfolio standard deviation will be less than 20% O The portfolio standard deviation will be greater than 20% O The portfolio standard deviation will be equal to 20%

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