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Security A returns have a standard deviation of 0.06, Security B returns have a standard deviation of 0.2. The correlation coefficient between the returns of

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Security A returns have a standard deviation of 0.06, Security B returns have a standard deviation of 0.2. The correlation coefficient between the returns of securities A & B is -0.5. You have invested 0.7 (i.e. 70 %) of your wealth in Security A and 0.3 (i.e. 30%) of your wealth in Security B. What is the risk (standard deviation) of this portfolio

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