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show all working please Question 1 (2 marks) An investor invests 35 per cent of her funds in Company A's shares and the remainder in
show all working please
Question 1 (2 marks) An investor invests 35 per cent of her funds in Company A's shares and the remainder in Company B's shares. The standard deviation of the returns on A is 15 per cent and on B is 10 per cent. Required: Calculate the standard deviation of return on the portfolio assuming the correlation between the returns on the two securities is: 1) +1.0 2) +0.8 3) 0 4) -0.8 What do your answers show Step by Step Solution
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