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Calculate the market portfolio standard deviation

Question: The market portfolio is assumed to be composed of four securities. Their covariances with the market and their proportions follow:

Security    Covariance with Market    Proportion

A    242    0.2
B    360    0.3
C    155    0.2
D    210    0.3

Given these data, calculate the market portfolio's standard deviation.

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Finance Basics: Calculate the market portfolio standard deviation

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