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Assume That You Are Considering a Portfolio of Two Assets,A

Question 20

Multiple Choice

Assume that you are considering a portfolio of two assets,A and B,with 40% invested in asset A and invested 60% in asset B.Assume also that the assets have the following statistics:
Assume that you are considering a portfolio of two assets,A and B,with 40% invested in asset A and invested 60% in asset B.Assume also that the assets have the following statistics:   A)  Variance = 0.0480 B)  Variance = 0.0632 C)  Variance = 0.0656 D)  Variance = 0.0728


A) Variance = 0.0480
B) Variance = 0.0632
C) Variance = 0.0656
D) Variance = 0.0728

Correct Answer:

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