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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.

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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. What is the standard deviation of the portfolio? Asset A Asset B Portfolio Weight 0.33 0.67 Standard Deviation 0.4 0.5 Variance 0.16 0.25 Express your answer in decimal form rounded to four decimal places (i.e., 0.1234). Standard deviation = 0.3207

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