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Assume the standard deviation of security A is 0.3 and the standard deviation of security B is 0.33 The correlation coefficient between A and B

Assume the standard deviation of security A is

0.3

and the standard deviation of security B is

0.33

The correlation coefficient between A and B is

0.4

What is the standard deviation of a portfolio composed of

55%

security A and

45%

security B?

The standard deviation of the portfolio is?

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