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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 0.5^2 = 0.25. The correlation of returns of the two assets is 0.54. What is the standard deviation of the portfolio? The standard deviation of the portfolio is (Enter your answer in decimal form. Round to four decimal places.)
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