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Two assets' correlation is -0.6. The first has expected return of 9% and standard deviation of 16%, the second has expected return of 13% and

Two assets' correlation is -0.6. The first has expected return of 9% and standard deviation of 16%, the second has expected return of 13% and standard deviation of 20%. Calculate the minimum amount of risk (standard deviation) you'll need to take if investing in these two assets. (Provide your answer in percent rounded to two decimals omitting the % sign)

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