An investor's portfolio comprises of $7 million in asset A and $3 million in asset 8. Asset A has an expected return of 0.10 and a return standard deviation of 0.19, while the expected return and return standard deviation of asset 8 are

0.18 and 0.27 respectively. The estimated correlation coefficient between returns of two assets is 0.80. What is the standard deviation of the investor's portfolio return? Please round your calculation to the nearest 2nd decimal and fill in

the calculated number below.

WG-11: An investor's portfolio comprises 01$? million in asset A and $3 million in asset B. Asset A has an expected return of NMYB'SW 0.10 and a retum standard deviation of 0.19. while he expected return and return standard deviation of asset B are Markedommm 0.18 and 0.27 respectively. The estimated correlation coefcient between returns of two assets is 0.80. What is the 1' Flag quastlon standard deviation of the investor's porttolio return? Please round your calculation to the nearest 2"d decimal and ll in the calculated number below