Portfolio Risk and Return: Part I sample question
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CFA Level I sample question
CFA Level I Portfolio Risk and Return: Part I question
Portfolio Management
Portfolio Risk and Return: Part I
Tomas Reyes invests 70% of a portfolio in a domestic equity fund with a standard deviation of 14% and 30% in a commodity fund with a standard deviation of 26%. The correlation between the two funds is -0.30. The portfolio standard deviation is closest to:
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