Question: Given the following expectations for return, risk and correlation: An optimal portfolio of S and B has been calculated to contain 0.3 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 0.3 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 ? 0.0813 0.0662 0.0739 0.0850 0.0768

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