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Asset A has a standard deviation of 36.4%, while Asset B has a standard deviation of 47.1%. You own 29% Asset A and 71% Asset
Asset A has a standard deviation of 36.4%, while Asset B has a standard deviation of 47.1%. You own 29% Asset A and 71% Asset B. If the correlation between the two assets is .678, what is the standard deviation of the portfolio?
a. 23.15%
b. 36.47%
c. 41.33%
d. 48.12%
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