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QUESTION 6 If the financial market consists of only 3 assets and we have the following information on the assets: Stock Weight in the Standard

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QUESTION 6 If the financial market consists of only 3 assets and we have the following information on the assets: Stock Weight in the Standard market portfolio deviation (%) 30% 10% B 30% 20% 40% 20% In addition you are given pairwise correlations: PAB = 0, PAC = 0, PBC = 0.5 What is the Standard deviation of the Market? A. 12.53% B. 1.39% O C. 11.79% OD. 1.57%

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