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A Portfolio Is Made Up of 75% of Share 1

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A portfolio is made up of 75% of share 1, and 25% of share 2.Share 1 has a variance of .08, and share 2 has a variance of .035.The covariance between the shares is -.001.Calculate both the variance and the standard deviation of the portfolio.

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σ2 = (.75)2(.08) + (...

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