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Southwest Airlines has a volatility of 0.6, and Microsoft has a volatility of 0.3. The correlation between the two stocks is 0.1. What is the
Southwest Airlines has a volatility of 0.6, and Microsoft has a volatility of 0.3. The correlation between the two stocks is 0.1. What is the volatility of a portfolio containing $10,000 worth of Southwest stock and $30,000 worth of Microsoft stock? Enter your answer as a decimal and show 4 decimal places.
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