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You are considering two assets with the following characteristics. E(R1) = 0.08, stdev1= 0.08, W1 = 0.70 E(R2) = 0.16, stdev2= 0.20, W2 = 0.30

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You are considering two assets with the following characteristics. E(R1) = 0.08, stdev1= 0.08, W1 = 0.70 E(R2) = 0.16, stdev2= 0.20, W2 = 0.30 What is the portfolio standard deviation assuming the correlation coefficient is 50%? Select one: O a. 8.0% O b. 10.0% O c. 12.0% O d. 14.0%

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