The following returns have been estimated for Security T and Security S: Scenario Security T Security S 1 20% 10% 2 13% -6% 3 15% 20% Each scenario is...

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Finance

The following returns have been estimated for Security T andSecurity S:

ScenarioSecurity TSecurity S
120%10%
213%-6%
315%20%

Each scenario is equally likely to occur, and you plan to invest70% in Security T and 30% in Security S. What is the standarddeviation of the rate of return of the portfolio? Round your answerto the nearest tenth of a percent.

A) 0.0%

B) 4.5%

C) 19.9%

D) 59.7%

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