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The total risk of Portfolios A, B and Care 49%2,64%2 and 100% respectively. The market price of risk is 8%. The Market Portfolio has an

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The total risk of Portfolios A, B and Care 49%2,64%2 and 100% respectively. The market price of risk is 8%. The Market Portfolio has an expected return and a total risk of 11% and 100% respectively. You want to form another Portfolio H by investing $7,000 in Portfolio A and $3,000 in Portfolio B. What is the standard deviation of Portfolio H if the correlation coefficient between Portfolio A and Portfolio B is: a) perfectly positively correlated and b) uncorrelated

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