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A portfolio contains 61% of asset A and [100-x]% of asset B. If the sample standard deviations for assets A and B were 16% and

A portfolio contains 61% of asset A and [100-x]% of asset B. If the sample standard deviations for assets A and B were 16% and 18%, respectively, what was portfolio return? Assume the correlation coefficient between assets A and B is 0.23. (Provide your solution as a decimal with two digits of accuracy.)

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