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core: 0 of 1 pt 5 of 11 (4 complete) Hw Score: 27 2796, 3 of 1 1 pt LO1.13 (Static) i Question Help *

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core: 0 of 1 pt 5 of 11 (4 complete) Hw Score: 27 2796, 3 of 1 1 pt LO1.13 (Static) i Question Help * Consider the data provided in the table below for a portfolio of assets A and B. The portfolio weights and variances are given in the table. The variances are expressed in decimal form For example if the standard deviation is 50%, then the vanance is 0.5. 025. The correlation of retums of the two assets is-1.00 What is ho standard deviation of the portfolio? Asset A Asset B 0.19 Portolio Weights 0.81 Variances Standard Deviation 0.38 0.1444 0.0625 0.25 The standard deviation of the portfolio is (Enter your answer in decimal form. Round to four decimal places)

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