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Asset (A) Asset (B) E(RA) = 9% E(RB) = 11% (0A) = 6% (03) = 8% WA = 0.4 W8 = 0.6 COVA,B = 0.026

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Asset (A) Asset (B) E(RA) = 9% E(RB) = 11% (0A) = 6% (03) = 8% WA = 0.4 W8 = 0.6 COVA,B = 0.026 What is the standard deviation of this portfolio? (Keep 4 decimal places)

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