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MSFT has an expected return of 0 . 1 1 and a standard deviation sigma of 0 . 2 5 WMT has an expected return

MSFT has an expected return of 0.11 and a standard deviation sigma of 0.25
WMT has an expected return of 0.11 and a standard deviation sigma of 0.32
The correlation between MSFT and WMT is 0.42
Compute the standard deviation of the portfolio if you invest a fraction 0.75 into MSFT and the rest into WIMT.

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