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Alpha has exhibited a standard deviation in share returns of 0.7, whereas Beta has exhibited a standard deviation of 0.8. The correlation coefficient between the

Alpha has exhibited a standard deviation in share returns of 0.7, whereas Beta has exhibited a standard deviation of 0.8. The correlation coefficient between the share returns of Alpha and Beta is 0.1. What is the standard deviation of a portfolio composed of 61 percent Alpha and 39 percent beta

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