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Consider the following information on US and Canadian bonds: The correlation of the returns of US and Canadian bonds is 0.3. If 60 percent of

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Consider the following information on US and Canadian bonds: The correlation of the returns of US and Canadian bonds is 0.3. If 60 percent of a portfolio is invested in US bonds and the rest in Canada bonds, what is the standard deviation of portfolio returns? Report your answer in decimal form rounded to the fourth decimal place

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