Calculate the standard deviation of the portfolio with two securites first A proporiton 0.39 variance 160 second B proportion 61 and variance is 340 covariance of both is 190?

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1023494

2026-05-19 10:55

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[((.39)^2)*160 +((.61)^2)*340+2*.61*.39*190]^.5 = 15.5323

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