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I create a portfolio P with 21% weight in risky asset, A, and the rest of the weight in risky asset B. If correlation between

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I create a portfolio P with 21% weight in risky asset, A, and the rest of the weight in risky asset B. If correlation between returns for the risky assets is -0.79 then the standard deviation of returns for portfolio P is %. (round your answer to 2 decimals)

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