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发布时间:2024-02-04 22:22:41

[单项选择]An investor plans to divide her funds evenly between two assets. Assets 1 and 2 have standard deviations of 10 percent and 30 percent, respectively. If the two assets are perfectly positively correlated, the standard deviation of returns of the two-asset portfolio is closest to:()
A. 10%.
B. 15%.
C. 20%.

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