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Security F has an expected return of 10.5 percent and a standard deviation of 43.5 percent per year. Security G has an expected return of

Security F has an expected return of 10.5 percent and a standard deviation of 43.5 percent per year. Security G has an expected return of 15.5 percent and a standard deviation of 62.5 percent per year. If the correlation between the returns of Security F and Security G is .30, what is the standard deviation of the portfolio?

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