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You know that assets 1 and 2 have the same standard deviation and that the correlation between their returns is 0.4. You observe that the

You know that assets 1 and 2 have the same standard deviation and that the correlation between their returns is 0.4. You observe that the portfolio with 30% invested in asset 1 and the rest in asset 2 has the standard deviation of 12.97%. What is the standard deviation of assets 1 and 2?

In Excel if possible , pls show formulas. Thank You!

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