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kountryboye25
kountryboye25
29.04.2021 • 
Business

Suppose you are given the following data. Asset Expected Return Standard Deviation A 5% 30% B 9% 40% Risk-free 1% In addition, the correlation coefficient between the returns of assets A and B is 0.50. Assume that assets A and B (and portfolios combining the two assets) are the only risky assets in the economy. Suppose that you are considering investing in a risky portfolio (Asset P) consisting of 25% A and 75% B. Calculate the standard deviation of asset P. Group of answer choices

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