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What is the standard deviation of the portfolio AB, which consists of 50% invested in A and 50% invested in B? The correlation coefficient between

What is the standard deviation of the portfolio AB, which consists of 50% invested in A and

50% invested in B? The correlation coefficient between A and B is 1.

A. 17.26

B. 18.26

C. 19.26

D. 20.26

E. 21.26

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