Question: Given the following expectations for return, risk and correlation: An optimal portfolio of S and B has been calculated to contain 0.55 stocks, i.e. portfolio

Given the following expectations for return, risk and correlation: An optimal portfolio of S and B has been calculated to contain 0.55 stocks, i.e. portfolio S (out of a possible 100% or 1.0). What would be the standard deviation of the optimal portfolio from S and B ? 0.1247 0.1134 0.1313 0.1082 0.1194

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