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Security Expected return Standard deviation A 16% 35% B 19% 41% Correlation 0.1 Covariance 0.01435 Weight of A 0.5871 Weight of B 0.4129 Calculate Portfolio
Security | Expected return | Standard deviation |
A | 16% | 35% |
B | 19% | 41% |
Correlation | 0.1 | |
Covariance | 0.01435 | |
Weight of A | 0.5871 | |
Weight of B | 0.4129 | |
Calculate Portfolio Standard deviation? |
30.59% | ||
28.92% | ||
27.90% | ||
26.54% |
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