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Business, 19.11.2019 03:31 aalichia

Your client, alex, has only two assets in his portfolio: assets a and b. asset a had a standard deviation of 40%, and asset b has a standard deviation of 20%. 50% of his portfolio is invested in asset a, and 50% is invested in asset b. the correlation for assets a and b is 0.90. what is the standard deviation of alex s portfolio?

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Your client, alex, has only two assets in his portfolio: assets a and b. asset a had a standard dev...
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