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The following table shows expected returns, standard deviations, and covariance between US private equity and US real estate. Compute the standard deviation of a portfolio

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The following table shows expected returns, standard deviations, and covariance between US private equity and US real estate. Compute the standard deviation of a portfolio of 60% private equity and 40% real estate. None of the options are correct 4.56% 19.95% 21.34% 32.00%

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