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You have two shares in your portfolio: X1: Share: 20% Standard deviation: 1.81% X2: Share: 80% Standard deviation: 3.14% Correlation coefficient here is: 0.0532 What

You have two shares in your portfolio:

X1:

Share: 20%

Standard deviation: 1.81%

X2:

Share: 80%

Standard deviation: 3.14%

Correlation coefficient here is: 0.0532

What is the standard deviation of the portfolio?

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