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The standard deviations of the two companies A and B are respectively 10% and 15%. If the two companies are totally independent from each other

The standard deviations of the two companies A and B are respectively 10% and 15%. If the two companies are totally independent from each other (zero correlation), what would be the standard deviation of an equally-weighted portfolio with these two companies?

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19%.211%.312.5%.413%

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