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You can form a portfolio of two assets, A and B, whose returns have the characteristics presented below. What is your portfolio's standard deviation assuming

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You can form a portfolio of two assets, A and B, whose returns have the characteristics presented below. What is your portfolio's standard deviation assuming you desire an expected return of 15%? Note that to answer this question you must first calculate the portfolio weights that produce your desired expected return. A B r 12% 16% b 18% 32% P = 0.7

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