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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

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. Asset A Asset B Portfolio Weights 0.75 0.25 Variances 0.1444 0.0625 Standard Deviation 0.38 0.25 What is the standard deviation of the portfolio? Express your answer in decimal form. Round to two decimal places (i.e. 0.YY).

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