Question: QUESTION INS=0.3 Dell 0.1. The correlation between Dell and IBM is 0.3, and the weights are 50% cach. Find the portfolio vertility standard deviation) .

QUESTION INS=0.3 Dell 0.1. The correlation between Dell and IBM is 0.3, and the weights are 50% cach. Find the portfolio vertility standard deviation) . the weights are now 705 and 30 for Dell and IBM respectively, how would the volatility of portfolio change? Briefly justify your

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