Consider a two-asset portfolio Asset A B Expected Return (r) 11.0% 10.6% SD () 21.5% 17.2% Weight (w) 0.78 1-0.78 Correlation 0.30 Calculate the standard

Consider a two-asset portfolio

Asset	A	B
Expected Return (r)	11.0%	10.6%
SD (σ)	21.5%	17.2%
Weight (w)	0.78	1-0.78
Correlation	0.30

Calculate the standard deviation (in % and two decimal places) of your portfolio.