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Two independent assets (i.e., AB = 0) A and B with wA = 0.75, and wB= 1 wA = 0.25 form a portfolio. Their standard
Two independent assets (i.e., AB = 0) A and B with wA = 0.75, and wB= 1 wA = 0.25 form a portfolio. Their standard deviations are A = 4%, and B = 10%
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