Question: Suppose you split your money 50-50 between the two securities shown in the table below, Calculate the interactive risk between A and B Security A

Suppose you split your money 50-50 between the two securities shown in the table below, Calculate the interactive risk between A and B Security A Security B Expected return 12% 1396 Standard deviation 0.021 0.029 Beta 1.10 11.20 Correlation coefficient between A and B=0.60.62 iestinn 9 of 10

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