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Suppose the volatility of asset A is 24%, the volatility of asset B is 36%, and the volatility of asset C is 42%. If you
Suppose the volatility of asset A is 24%, the volatility of asset B is 36%, and the volatility of asset C is 42%. If you invest 40% in A, 20% in B, and the remainder in C, what is the maximum possible volatility of your portfolio?
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