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    Portfolio Theory

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    Portfolio Theory and CAPM. See attached file for full problem description.

    © BrainMass Inc. brainmass.com October 9, 2019, 7:30 pm ad1c9bdddf
    https://brainmass.com/business/capital-asset-pricing-model/portfolio-theory-120147

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    Standard deviation of portfolio: (a) 13.00%(b) 3.00%(c) 10.25%Comments: As the coefficient of correlation between the two securities decrease the benefits of diversification increase. The maximum ...

    Solution Summary

    This solution assists in understanding specific problems under the portfolio theory.

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