Exhibit 6.11 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM Asset 1 E(R1) = 0.28...

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Exhibit 6.11 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM Asset 1 E(R1) = 0.28 E(01) = 0.15 W1 = 0.42 Asset 2 E(R2) = 0.12 E(02) = 0.11 W2 = 0.58 11,2 = 0.7 Refer to Exhibit 6.11. Calculate the expected standard deviation of the two-stock portfolio. O a. 0.1169 O b. 0.20 O c 0.1872 O d. 0.3950 O e. 0.1367

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