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Assume the standard deviation of security A is 0.32 and the standard deviation of security B is 0.26. The correlation coefficient between A and B

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Assume the standard deviation of security A is 0.32 and the standard deviation of security B is 0.26. The correlation coefficient between A and B is 0.31. What is the standard deviation of a portfobo composed of 57% security A and 43% security B

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