Assume the standard deviation of security a is 03 and the
Assume the standard deviation of security A is 0.3 and the standard deviation of security B is 0.33. The correlation coefficient between A and B is 0.4. What is the standard deviation of a portfolio composed of 55% security A and 45% security? B?
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assume the standard deviation of security a is 03 and the standard deviation of security b is 033 the correlation
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