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USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S) Asset (A) Asset (B) E(RA) = 14% E(RB) = 16% (A) = 13% (B) = 18% WA

USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)

Asset (A) Asset (B)

E(RA) = 14% E(RB) = 16%

(A) = 13% (B) = 18%

WA = 0.4 WB = 0.6

COVA,B = 0.0024

What is the standard deviation of this portfolio?

10.0%

12.5%

14.4%

15.5%

16.0%

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