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You have two funds in equal portions in your portfolio. Their correlation is 1. Fund A has a return of 5.5% and a risk of

You have two funds in equal portions in your portfolio. Their correlation is 1. Fund A has a return of 5.5% and a risk of 9.5%. Fund B has a return of 6% and a risk of 12.5%. What is the standard deviation of your portfolio?

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