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The variance of A is 0.09, the variance of B is 0.10. The correlation between A and B is -0.81. The return of A is

The variance of A is 0.09, the variance of B is 0.10. The correlation between A and B is -0.81. The return of A is 0.12 and the return of B is 0.34. If we construct a portfolio that invests 0.43 in A and [1-wA] in B, compute the standard deviation of the portfolio.

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