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t A,% B,% C,% D,% Mkt, % 1 18.56 18.23 12.82 12.43 12.28 2 15.27 18.24 15.82 13.45 5.99 3 14.12 14.71 12.58 4.32 12.41

t

A,% B,% C,% D,% Mkt, %
1 18.56 18.23 12.82 12.43 12.28
2 15.27 18.24 15.82 13.45 5.99
3 14.12 14.71 12.58 4.32 12.41
4 -1.57 -6.56 -9.36 -8.54 -4.48
5 13.16 9.12 12.45 12.21 13.41

Use this data for problems 3a-3b The annual returns for securities A,B,C,D and the Market (S&P 500) are shown below.

3b. Calculate the portfolio standard deviation if you put 30% of your money in A and 70% in B. Show your work

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