A portfolio has 60% investment weight in XXX and the rest 40% investment weight in...
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Finance
A portfolio has 60% investment weight in XXX and the rest 40% investment weight in YYY. XXX has the standard deviation of 27%; YYY has the standard deviation of 17%. XXX and YYY have the correlation coefficient of -0.5. What is this portfolios standard deviation?
16.61%
14.09%
20.02%
18.19%
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