Emma L is considering investing in two securities, A and B, and the relevant information...
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Emma L is considering investing in two securities, A and B, and the relevant information is given below: Suppose Emma borrowed from her friend 56 shares of security B, which is currently sold at $54, and sold all shares of the security. (She promised her friend she would pay her back in a year with the same number of shares of security B). Then she bought security A with the proceeds obtained in the sales of security B shares and the cash of $1,763 she owned. What is the standard deviation of her portfolio
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