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    Foreign country funds

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    Calculate the variance and standard deviation of the given portfolios.

    S&P 500 Japanese
    Returns 10% 10%
    Standard deviation 10% 14%
    Beta 1
    Correlation to S&P 500 -0.2

    Variance Portfolio Standard Deviation
    Invested in US Invested in Foreign US-Japan US-Japan
    100% 0%
    90% 10%
    80% 20%
    70% 30%
    60% 40%
    50% 50%
    40% 60%
    30% 70%
    20% 80%
    10% 90%
    0% 100%

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    https://brainmass.com/business/finance/foreign-country-funds-533969

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    Solution Summary

    Solution depicts the steps to calculate variance and standard deviation at different levels of investment proportions.

    $2.19

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