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If the S&P 500 has a volatility of 0.36, what is the volatility of a portfolio consisting of $43,000 in the S&P 500 and $44,000

If the S&P 500 has a volatility of 0.36, what is the volatility of a portfolio consisting of $43,000 in the S&P 500 and $44,000 in T-Bills? Enter your answer as a decimal and show 4 decimal places.

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