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Consider the following two funds: Fund A has a mean return of 7 . 6 % , and asset B has a mean return of

Consider the following two funds: Fund A has a mean return of 7.6%, and asset B has a mean return of 8.55%. Asset A's returns have a standard deviation of 2.65, asset B's returns have a standard deviation of 5.64, and the two assets have a covariance of 0.7. You invested 47% in asset A. What is the overall standard deviation of your portfolio?

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