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What is the standard deviation of the portfolio of two assets if one asset has an expected return of 15% and a standard deviation of

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What is the standard deviation of the portfolio of two assets if one asset has an expected return of 15% and a standard deviation of 20% and the other asset has an expected return of 10% and a standard deviation of 30%? The weight of the first asset is 0.8 and the weight of the second asset is 0.2. And the correlation coefficient between the two assets is -1. O a. 17.08% . 15.44% O c. 10% O d. 5%

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