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You own a portfolio that has 25% invested in asset A, and 75% invested in asset B. Asset As standard deviation is 14% and asset
You own a portfolio that has 25% invested in asset A, and 75% invested in asset B. Asset As standard deviation is 14% and asset Bs standard deviation is 9%. The correlation coefficient between the two assets is 0.46. The expected return on the portfolio is 9%. What is the portfolio standard deviation?
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