Question: Problem 3 Intro A multinational corporation is expecting cash flows in two currencies, X and Y. The standard deviation of monthly percentage changes in X

Problem 3 Intro A multinational corporation is expecting cash flows in two currencies, X and Y. The standard deviation of monthly percentage changes in X is 14% and in Y it is 9%. Their correlation is 0.23. Part 1 | Attempt 1/10 for 10 pts. If 40% of portfolio value is denominated in currency X and 60% in Y, what is the standard deviation of the portfolio? 3+ decimals Submit

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