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QUESTION 19 Given the information in the table below calculate the standard deviation of a portfolio combining Asset A and Asset in the proportions of

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QUESTION 19 Given the information in the table below calculate the standard deviation of a portfolio combining Asset A and Asset in the proportions of 40% and 60M respectively. A correlation of 5 exists between A and B. Asset SD Weight A .10 B 2.15 4 6 Give your answer as a decimal accurate to three decimal places

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