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Ollie is considering two portfolios: 1) Portfolio A with a return of 12% and a standard deviation of 16% and 2) Portfolio B with a

Ollie is considering two portfolios: 1) Portfolio A with a return of 12% and a standard deviation of 16% and 2) Portfolio B with a return of 5% and a standard deviation of 7%. Assuming the correlation between A and B is -1 and he invests 30% in A and 70% in B, what is the portfolio standard deviation?

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