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The market portfolio is assumed to be composed of four securities. Their covariances with the market and their proportions are shown below in Table 3.

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The market portfolio is assumed to be composed of four securities. Their covariances with the market and their proportions are shown below in Table 3. Given the data, calculate the market portfolio's Table 3: Four Securities Securities Covariance with Market Proportion 242 B 360 C 155 210 standard deviation

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