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Investment A has standard deviation 16.1, and investment B has standard deviation 11.3. The correlation between A and B is 0.59. You put 0.65 of
Investment A has standard deviation 16.1, and investment B has standard deviation 11.3. The correlation between A and B is 0.59. You put 0.65 of your assets in investment A and the remaining 1 - 0.65 in investment B. What is the standard deviation of your whole portfolio?
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