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Asset A has expected return of 0.084 and standard deviation of 0.057. Asset B has expected return of 0.159 and standard deviation of 0.098. Their

Asset A has expected return of 0.084 and standard deviation of 0.057. Asset B has expected return of 0.159 and standard deviation of 0.098. Their correlation coefficient is 0.76. If you construct a portfolio with assets A and B that has expected return of 0.127, what is its standard deviation?

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