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Question 8 A portfolio consists of Securities A and B in the proportions of 0.7 and 0.3. Security A has a random error standard deviation

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Question 8 A portfolio consists of Securities A and B in the proportions of 0.7 and 0.3. Security A has a random error standard deviation of 7%; Security B at 11%. The portfolio beta is 1.2, and the market standard deviation is 15%. The total portfolio variance is 1. Show the formula 10.1 point) 2. Show Steps and calculation (0.5 point) 3. Prevent the answer 10.1 point Upload Choose a File

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