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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 0.2

image text in transcribed Consider the data provided in the table for a portfolio of assets A and B. The correlation of returns of the two assets is 0.2 . 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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