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Settings Assume the standard deviation of security A is 0.24 and the standard deviation of security B is 0.35. The correlation coefficient between A and

Settings Assume the standard deviation of security A is 0.24 and the standard deviation of security B is 0.35. The correlation coefficient between A and B is 0.41. What is the standard deviation of a portfolio composed of 56 % security A and 44 % security B? The standard deviation of the portfolio is nothing%. (Round to two decimal places.)

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