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There are two risky assets. The first is a stock fund, and the second is a long-term government and corporate bond fund. The probability distribution

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There are two risky assets. The first is a stock fund, and the second is a long-term government and corporate bond fund. The probability distribution of risky funds is as follows: Expected ret. std. dev. stock fund 0.13 0.28 bond fund 10.5 0.1 The correlation between the fund returns is 0.83. T-bill rate is 0.4. A portfolio has 40% of assets invested in the stock fund and 60% of assets invested in the bond fund. What is the standard deviation of the portfolio? Round your answer to 4 decimal places. For example, if your answer is 3.205%, then please write down 0.0321

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