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A portfolio has two equally-weighted assets. Asset 1 has expected return of 12% and a standard deviation of 15%. Asset 2 has an expected return

A portfolio has two equally-weighted assets. Asset 1 has expected return of 12% and a standard deviation of 15%. Asset 2 has an expected return of 14% and a standard deviation of 25%. The assets are not perfectly positively correlated.What is the most likely standard deviation of the portfolio?

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