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Consider the data provided in the table below for a portfolio of assets A and B. The portfolio weights and variances are given in the

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Consider the data provided in the table below for a portfolio of assets A and B. The portfolio weights and variances are given in the table. The variances are expressed in decimal form. For example, if the standard deviation is 50%, then the variance is 0.52=0.25. The correlation of returns of the two assets is negative -1.00 What is the standard deviation of the portfolio? Express your answer in decimal form. Round to two decimal places (i.e. O.YY)

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