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The standard deviation of A Co is 8.72% and the standard deviation of B Co is 8.37%. If the correlation between the two is 0.44,

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The standard deviation of A Co is 8.72% and the standard deviation of B Co is 8.37%. If the correlation between the two is 0.44, 35% is invested in A Co., and 65% is invested in B Co, what is the volatility of the portfolio? (Submit your answer as DECIMAL with four decimal places)

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