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Consider the Following Expected Returns, Volatilities, and Correlations: the Volatility

Question 98

Multiple Choice

Consider the following expected returns, volatilities, and correlations: Consider the following expected returns, volatilities, and correlations: The volatility of a portfolio that is equally invested in Duke Energy and Microsoft is closest to ________. A) 8.1% B) 9.0% C) 10.8% D) 5.4% The volatility of a portfolio that is equally invested in Duke Energy and Microsoft is closest to ________.


A) 8.1%
B) 9.0%
C) 10.8%
D) 5.4%

Correct Answer:

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