A portfolio has 60% investment weight in XXX and the rest 40% investment weight in...
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A portfolio has 60% investment weight in XXX and the rest 40% investment weight in YYY. XXX has the standard deviation of 27%; YYY has the standard deviation of 17%. XXX and YYY have the correlation coefficient of -0.5. What is this portfolios standard deviation?
| 16.61% | ||
| 14.09% | ||
| 20.02% | ||
| 18.19% |
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