Question: The expected return and standard deviation for IBM and MSFT are provided below. Calculate the STANDARD DEVIATION for a portfolio that is weighted 80% in

The expected return and standard deviation for IBM and MSFT areprovided below. Calculate the STANDARD DEVIATION for a portfolio that is weighted

The expected return and standard deviation for IBM and MSFT are provided below. Calculate the STANDARD DEVIATION for a portfolio that is weighted 80% in IBM and 20% in MSFT if the rho between the two securities is -0.40. Stock ER SD IBM 17% 14% MSFT 15% 14% 10.27% O 16.7% O 10.40% 15.42% none of the above

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