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发布时间:2024-07-17 01:02:09

[单项选择]You are looking at two assets, A and B. The expected return on A is 15%, and the expected return on B is 17% , while the standard deviation of A is 20%, and the standard deviation of B is 18%. The two are correlated at 45%. What is the standard deviation of a portfolio made up of 40% A and the rest in B

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