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A portfolio consists of two ETFs: SPY tracks S&P 500 and IWM tracks small-cap stocks. The standard deviation of SPY is 17%. The standard deviation

A portfolio consists of two ETFs: SPY tracks S&P 500 and IWM tracks small-cap stocks. The standard deviation of SPY is 17%. The standard deviation of IWM is 37%. The correlation between SPY and IWM is 0.7. If you invest 62% in SPY and the remaining in IWM, what is the portfolio's standard deviation?

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