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Assume the standard deviation of security A is 0.80 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 0.80 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 75% security A and 25% security B?

Express your answer as a decimal and round to two decimal places (i.e. 0.YY)

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