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Suppose that the index model for stocks A and B is estimated from excess returns with the following results NA - 2.60.0.90 Rp - -2.000

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Suppose that the index model for stocks A and B is estimated from excess returns with the following results NA - 2.60.0.90 Rp - -2.000 1.20 ON - 2611 - - 0.211 rep - 0.1 Assume you create portfolio Pwith investment proportions of 0.70 in A and 0.30 in the A- 3.1 the 0.90066602, what is the standard deviation of the portfolio? (Do not round your intermediate calculations. Round your answer to 2 decimal places) Standard deviation

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