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Calculate the standard deviation of a portfolio with 0.24 invested in Asset A, 0.31 invested in Asset B, and the rest invested in Asset C.

Calculate the standard deviation of a portfolio with 0.24 invested in Asset A, 0.31 invested in Asset B, and the rest invested in Asset C. Express your answer as a decimal with four digits after the decimal point (e.g., 0.1234, not 12.34%). Std Dev(rA) = 0.47, Std Dev(rB) = 0.63, Std Dev(rC) = 0.51 Correlation(rA,rB) = -0.14, Correlation(rA,rC) = 0.26, Correlation(rB,rC) = 0.07

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