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Multiple choices 44/50 @KIZSPY2023
Answer (Choose 1 answer)
(20688)Batman Stock has exhibited a standard deviation in stock returns of 0.5, whereas Superman Stock has exhibited a standard deviation of 0.6. The correlation coefficient between the stock returns is 0.5.What is the variance of a portfolio composed of 70 percent Batman and 30 percent Superman?
A. 0.5500
B. 0.2179
C. 0.4668
D. 0.1549
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