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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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