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A portfolio has 70% investment weight in V, and the rest 30% investment weight in W. V has the standard deviation of 10%; W has


A portfolio has 70% investment weight in V, and the rest 30% investment weight in W. V has the standard deviation of 10%; W has the standard deviation of 20%. V and Whave the correlation coefficient of 0.4. What is this portfolio's standard deviation?





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