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Exhibit 20-3 Cameron Corporation Would Like to Simultaneously Borrow Japanese Yen (¥)

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Exhibit 20-3
Cameron Corporation would like to simultaneously borrow Japanese yen (¥) and Sudanese dinar (SDD) for a six-month period. Cameron would like to determine the expected financing rate and the variance of a portfolio consisting of 30% yen and 70% dinar. Cameron has gathered the following information:
Exhibit 20-3 Cameron Corporation would like to simultaneously borrow Japanese yen (¥)  and Sudanese dinar (SDD)  for a six-month period. Cameron would like to determine the expected financing rate and the variance of a portfolio consisting of 30% yen and 70% dinar. Cameron has gathered the following information:    -Refer to Exhibit 20-3. What is the expected standard deviation of the portfolio contemplated by Cameron? A)  2.24%. B)  14.98%. C)  2.89%. D)  17.00%. E)  none of the above
-Refer to Exhibit 20-3. What is the expected standard deviation of the portfolio contemplated by Cameron?


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