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You buy two assets, A and B. The standard deviation of each asset is 5% and 10%, respectively. The covariance between the two assets is

You buy two assets, A and B. The standard deviation of each asset is 5% and 10%, respectively. The covariance between the two assets is 0.0045. Compute the correlation between these two assets and compute the standard deviation for a portfolio where you invest 40% and 60% in assets A and B, respectively.

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