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Suppose you invest in two assets. Asset A has a mean return of 2 . 7 4 % and asset B has a mean return

Suppose you invest in two assets. Asset A has a mean return of 2.74% and asset B has a mean return of 1.10%. Asset A's returns have a standard deviation of 3.62, asset B's returns have a standard deviation of 5.88, and the two assets have a covariance of 0.8. You invested 28% in asset A. What is the overall standard deviation of your portfolio?

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