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What is the standard deviation of the combined portfolio AB? Fund A has a beta = 1.2, standard deviation of 22%, and a market value
What is the standard deviation of the combined portfolio AB? Fund A has a beta = 1.2, standard deviation of 22%, and a market value of $25K; and Fund B has a beta = 1.1, standard deviation of 28% and a market value of $35K. The correlation coefficient between Fund A and fund B is negative 0.42
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