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Suppose you invest 1/3 of your money in Asset A with a standard deviation of 10.4% and 2/3 of your money in Asset B with

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Suppose you invest 1/3 of your money in Asset A with a standard deviation of 10.4% and 2/3 of your money in Asset B with a standard deviation of 8.7%, and the correlation coefficient between the assets' returns is 0.65. The standard deviation of your portfolio is equal to the weighted average of the standard deviations of the two assets

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