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Time left 0:54:51 Question 2 Not yet answered Farked out of 20 You are considering two assets with the following that E(R1) - 0.10 St.

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Time left 0:54:51 Question 2 Not yet answered Farked out of 20 You are considering two assets with the following that E(R1) - 0.10 St. Deviation -01 -0.20 w1-04 E(R2) - 0.20 St. Deviation--02-0.15 W2-05 Compute the Standard Deviation of Portfolio A--- I correlation (1.210.10 ANSWER FORMAT: [123.45] Please write in decimal: Do not write in percent Flag question Answer: 0.1423 ge

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