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What is the total variance of the following portfolio consisting of 2 assets invested in...

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Algebra

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What is the total variance of the following portfolio consisting of 2 assets invested in the ratio of 1:2.Asset A: E(r) = 0.2. ?= 0.5Asset B: E(r) = 0.4, ?=0.7Correlation: -0.8rf = 0.1A) 0.14B) 0.12C) 0.10D) 0.08

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