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You are constructing a portfolio from two assets. The first asset has an expected return of 8.5% and a standard deviation of 6.2%. The second

You are constructing a portfolio from two assets. The first asset has an expected return of 8.5% and a standard deviation of 6.2%. The second asset has an expected return of 11.3% and a standard deviation of 13.9%. You plan to invest 67% of your money in the first asset, and the rest in asset 2. If the assets have a correlation coefficient of -0.19, what will the standard deviation of your portfolio be? (Enter your answer as a percentage

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