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with specific calculating process, no excel form Security A has a standard deviation of 30%. Security B has a standard deviation of 20%. The correlation
with specific calculating process, no excel form
Security A has a standard deviation of 30%. Security B has a standard deviation of 20%. The correlation of returns is 0.8. a. What is the covariance between the two securities (5 points)? b. What is the standard deviation of a two-security portfolio invested 40% in security A and 60% in security B (5 points)Step by Step Solution
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