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You are given the following covariance matrix: Security J Security K Market Covariance Matrix Security J Security K Market 0.062500 0.015818 0.024300 0.015818 0.108900 0.051840
You are given the following covariance matrix: Security J Security K Market Covariance Matrix Security J Security K Market 0.062500 0.015818 0.024300 0.015818 0.108900 0.051840 0.013790 0.014321 0.032400 You invest 60 percent of your funds in Security J, and 40 percent of your funds in Security K. Determine the standard deviation of the resulting portfolio. A. B. C. D. E. 17.85% 21.80% 23.83% 27.58% 30.07% yas com
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