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Share C has a standard deviation of return of 15%. Share D has a standard deviation of return of 10%. The correlation coefficient between the
Share C has a standard deviation of return of 15%. Share D has a standard deviation of return of 10%. The correlation coefficient between the returns of the two shares is 0.4. If you invest 40% of your funds in share C and the balance in share D, the standard deviation of your portfolio is: a. 11.22% b. 10.04% c. 8.26% d. 13.00%
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