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Consider a two-asset portfolio Asset A B Expected Return (r) 11.0% 10.6% SD () 21.5% 17.2% Weight (w) 0.78 1-0.78 Correlation 0.30 Calculate the standard

Consider a two-asset portfolio

Asset A B

Expected Return (r) 11.0% 10.6%

SD () 21.5% 17.2%

Weight (w) 0.78 1-0.78

Correlation 0.30

Calculate the standard deviation (in % and two decimal places) of your portfolio.

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Previous Question Next Question

Asset	A	B
Expected Return (r)	11.0%	10.6%
SD ()	21.5%	17.2%
Weight (w)	0.78	1-0.78
Correlation	0.30

Question

Consider a two-asset portfolio Asset A B Expected Return (r) 11.0% 10.6% SD () 21.5% 17.2% Weight (w) 0.78 1-0.78 Correlation 0.30 Calculate the standard

Consider a two-asset portfolio Asset A B Expected Return (r) 11.0% 10.6% SD () 21.5% 17.2% Weight (w) 0.78 1-0.78 Correlation 0.30 Calculate the standard deviation (in % and two decimal places) of your portfolio.

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Consider a two-asset portfolio

Asset A B

Expected Return (r) 11.0% 10.6%

SD () 21.5% 17.2%

Weight (w) 0.78 1-0.78

Correlation 0.30

Calculate the standard deviation (in % and two decimal places) of your portfolio.