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What is the standard deviation of the returns on a portfolio with 33% invested in Asset A and 67% in Asset B? The standard
What is the standard deviation of the returns on a portfolio with 33% invested in Asset A and 67% in Asset B? The standard deviation of returns for A is 26% and 14% for Asset B. The correlation of the two assets is -0.85. Enter your answer as a percent without the % symbol with 2 decimal places. This means an answer of 0.1012 should be entered as 10.12. Your Answer:
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Multinational Finance Evaluating Opportunities Costs and Risks of Operations
Authors: Kirt C. Butler
5th edition
1118270126, 978-1118285169, 1118285166, 978-1-119-2034, 978-1118270127
