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You are interest in investing in two firms in Wisconsin, Harley Davidson (HOG) and Alliant Energy (LNT). LNT has an expected return of 9.7% and

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You are interest in investing in two firms in Wisconsin, Harley Davidson (HOG) and Alliant Energy (LNT). LNT has an expected return of 9.7% and a volatility of 13.8%. HOG has an expected return of 16.4% and a volatility of 20.6%. The correlation between the two is 0.3. Risk-free rate is 1.2. Suppose you create a portfolio composed of 50% LNT and 50% HOG. What is the volatility of this portfolio

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