Question 2 1 pts Asset Asset 2 1 Asset 3 Expected Return 7.2% 13.9% 7.7% Standard deviation 9.1% 9.0% 5.9% Correlation Asset Asset Asset 1 2 3 Asset 1 1 0.15 0.61 Asset 2 1 0.18 Asset 3 1 Calculate the standard deviation of your portfolio if you invest 35% in Asset 1, 37% in Asset 2 and the remaining in Asset 3. (Answer in decimal)