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Asset A has expected return of 10% and a standard deviation of 25%. Asset B has an expected return of 7%, and a standard deviation

Asset A has expected return of 10% and a standard deviation of 25%. Asset B has an expected return of 7%, and a standard deviation of 20%. The correlation coefficient between the two assets is 0.62.Portfolio X is composed 50% of portfolio A and 50% of portfolio B. The standard deviation of portfolio X isAnswer%.

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