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Suppose the stock market in the US has an expected return of 6%, and a standard deviation of expected return of 8%. The stock market

Suppose the stock market in the US has an expected return of 6%, and a standard deviation of expected return of 8%. The stock market in Germany has an expected return of 16% and a standard deviation of expected return of 10%. Assume you have a portfolio with 60% invested in the US and 40% invested in Germany.
Question Calculate the standard deviation of expected return if the correlation of expected return between the two markets is 0.2.

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