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

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4 What is the total variance of the following portfolio consisting of 2 assets invested in the ratio of 1 2 choose the closest one Asset A E r 0 2 o 0 5 Asset B E r 0 4 o 0 7 Correlation 0 8 rf 0 1 A 0 14 B 0 12 C 0 10 D

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