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Show the math please Suppose that only the following set of securities are available in the market: If the portfolio with the minimum variance weights

image text in transcribed Show the math please

Suppose that only the following set of securities are available in the market: If the portfolio with the minimum variance weights are given by wA=0.8621 and wB=0.1379, what would its standard deviation be? 8.42% 9.29% 10.00% 9.67%

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