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Suppose the volatility of the USD returns for the below market exists: Germany: 18% France: 20% The correlation between the two markets is 0.7. Suppose

Suppose the volatility of the USD returns for the below market exists:

Germany: 18%

France: 20%

The correlation between the two markets is 0.7.

Suppose you have a portfolio that is composed of half French and half German stocks. Calculate the volatility of the portfolio. Enter your answer in percent (5%).

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