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The monthly volatility of a hedge fund is 1.8%. What is the 3.6-month volatility assuming that the autocorrelation between the fund's monthly return is 0?

The monthly volatility of a hedge fund is 1.8%. What is the 3.6-month volatility assuming that the autocorrelation between the fund's monthly return is 0? (Please enter your answer in decimals and show your answer to the nearest 1000th of a percent, i.e., 1.234% should be written as 0.01234.)

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