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    Portfolio standard deviation - Dode Brinker

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    Dode Brinker owns a portfolio of two securities with the following expected returns, standard deviations, and weights:
    See attachment.

    What correlation between the two securities produces the maximum portfolio standard deviation? What correlation between the two securities produces the minimum portfolio standard deviation. Show calculations.

    © BrainMass Inc. brainmass.com November 29, 2021, 11:52 pm ad1c9bdddf
    https://brainmass.com/business/strategy-and-business-analysis/portfolio-standard-deviation-dode-brinker-7194

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