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Sylvia has a two assets in her portfolio, asset A and asset B. Asset A has a standard deviation of 40% and asset B has
Sylvia has a two assets in her portfolio, asset A and asset B. Asset A has a standard deviation of 40% and asset B has a standard deviation of 20%. 50% of her portfolio is invested in asset A and 50% is invested in Asset B. The correlation for the Asset A and asset B is .90. What is the standard deviation of her portfolio?
A. Greater Than 30%
B. Less Than 30%
C. Equal to 30%
D. Not enough information to determine
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