Question: 23 Given the following expectations for return, risk and correlation: An optimal portfolio of S and B has been calculated to contain 0.45 stocks, Le.

Given the following expectations for return, risk and correlation: An optimal portfolio of S and B has been calculated to contain 0.45 stocks, Le. portfolio S (out of a possible 100% or 1.0 ). What would be the standard deviation of the optimal portfolio from S and B ? 0.1322 0.1203 0.1453 0.1265 0.1387

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