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CFA考试(Level Ⅰ) - 相关题库
单选题 编号:2695457
1. Consider a portfolio with two assets. Asset A comprises 25% of the portfolio and has a standard deviation of 17.9%. Asset B comprises 75% of the portfolio and has a standard deviation of 6.2%. If the correlation of these two investments is 0.5, the portfolio standard deviation is closest to:
  • A.6.45%.
  • B.7.90%.
  • C.9.13%.

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