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CFA考试(Level Ⅰ) - 相关题库
单选题 编号:2692124
1. A portfolio is invested 30% in Asset A with the remainder invested in Asset B. Asset A has an expected return of 6% and variance of returns of 0.031, while Asset B has an expected return of 7% and variance of returns of 0.045. The covariance between the returns of the two assets is 0.03735. The standard deviation of returns for the portfolio is closest to:
  • A.18%.
  • B.20%.
  • C.22%.

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