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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 (Round to two decimal places.)

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