Question: Consider two securities, A and B, with standard deviations of 30% and 40%, respectively. Calculate the standard deviation of a portfolio weighted equally between the

Consider two securities, A and B, with standard deviations of 30% and 40%, respectively. Calculate the standard deviation of a weighted equally between the two securities if their correlation is
a. 0.9
b. 0.0
c. -0.9

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