Question: Problem 4 Intro A multinational corporation is expecting cash flows in two currencies, the U.S. dollar ($) and the euro (). The standard deviation of

Problem 4 Intro A multinational corporation is expecting cash flows in two currencies, the U.S. dollar ($) and the euro (). The standard deviation of monthly percentage changes in dollars is 19% and it is 4% for the euro. The correlation coefficient of monthly precentage changes between the two currencies is 0.66. Part 1 | Attempt 1/10 for 10 pts. If 70% of portfolio value is denominated in dollars and 30% in euros, what is the standard deviation of the portfolio? 3+ decimals Submit

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