Question: Which answer is correct? USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM Asset (A) Asset (B) E(RA) = 18% E(RB) = 13% (CA) = 7%

 Which answer is correct? USE THE INFORMATION BELOW FOR THE FOLLOWING

Which answer is correct?

USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM Asset (A) Asset (B) E(RA) = 18% E(RB) = 13% (CA) = 7% (OB) = 6% WA = 0.3 WB = 0.7 COVAB = 0.0011 What is the standard deviation of this portfolio? 7.02% 5.16% 6.57% O 6.11% O 5.89%

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