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Asset A has a calculated volatility of .20. Asset B has a calculated volatility of .40. The calculated covariance between A and B is -.025.

Asset A has a calculated volatility of .20. Asset B has a calculated volatility of .40. The calculated covariance between A and B is -.025. What is the portfolio volatility of a portfolio that is 25% invested in A, and 75% invested in B?

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