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You have invested 30% of your wealth in asset A and the rest in risk-free assets. The variance of asset A is 0.2. What is

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You have invested 30% of your wealth in asset A and the rest in risk-free assets. The variance of asset A is 0.2. What is the standard deviation of your portfolio? 0.0604 0.1011 0.1342 0.1849

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