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The following information is provided for each country. Given the weight allocation is the standard deviation (risk) of this global portfolio? Weight Ret Risk Corr

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The following information is provided for each country. Given the weight allocation is the standard deviation (risk) of this global portfolio? Weight Ret Risk Corr A American 0.6 14.30% 18.40% 1 0.56 0.36 B British 0.2 13.60% 19.90% 0.56 1 0.32 J Japanese 0.2 16.20% 25.70% 0.36 0.32 1

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