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Consider the data provided in the table for a portfolio of assets A and B. The correlation of returns of the two assets is 0.43.

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Consider the data provided in the table for a portfolio of assets A and B. The correlation of returns of the two assets is 0.43. What is the standard deviation of the portfolio? Express your answer in decimal form rounded to four decimal places (i.e., 0.1234). Standard deviation =

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