Fundamental and Powerful Concept 0%. A portfolio is a combination of two assets, A and B such that 35% of Pis of asset and the rest is of asset B. The standard deviations of A and B are 12.694 and 8.70%, respectively. The correlation coefficient between A and B is 0.34. Given the correlation conficlent, it's dear that the portfolio involves some diversification benefit. Calculate the diversification benefit of the Answers 0.34% 10.70N 17.08% 4.134 1:81%