Question: Homework: Ch 12 Homework @ Question 6, 12.2-5 HW Score: 0%, 0 of 10 points Points: 0 of 1 Save A portfolio han 4% of
Homework: Ch 12 Homework @ Question 6, 12.2-5 HW Score: 0%, 0 of 10 points Points: 0 of 1 Save A portfolio han 4% of its value in IBM shares and the root in Microsoft (MSFT) The volatility of IBM and MSFT #ro 35% and 30%, respectively, and the correlation between IBM and MSFT is 0.8. What is the standard deviation of the portfolio? CD O A 33.17% 8. 28.85% OC 24.52% OD. 31.73%
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