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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 -1.

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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 -1. What is the standard deviation of the portfolio? Asset A Asset B Portfolio Weight 0.81 0.19 Standard Deviation 0.38 0.25 Variance 0.1444 0.0625 Express your answer in decimal form rounded to four decimal places (i.e., 0.1234). Standard deviation = 0.3207 X

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