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Save Answer A portfolio has 50% of its funds invested in Security A and 50% of its funds invested in Security B. Security A has
Save Answer A portfolio has 50% of its funds invested in Security A and 50% of its funds invested in Security B. Security A has a standard deviation of 4. Security B has a standard deviation of 10. The securities have a coefficient of correlation of 0.5. Which of the following values is closest to portfolio variance? a. 48.16 b. 39.00 c. 79.00 d. 6.245
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