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LULUHLUSS/U//quizzes/13626/take USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEMIS) Asset (A) Asset (B) E(R2) =...

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LULUHLUSS/U//quizzes/13626/take USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEMIS) Asset (A) Asset (B) E(R2) = 9% E(Re) = 11% (standard.dev A) = 4% (standard dev B) = 6% WA=0.4 W-0.6 COVAB=0.0011 Question: What is the standard deviation of this portfolio? 3.68% 5.1696 4.56% 6.02% 4.99%

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