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You own a portfolio that has 40% invested in asset A, and 60% invested in asset B. Asset As standard deviation is 10% and asset

You own a portfolio that has 40% invested in asset A, and 60% invested in asset B. Asset As standard deviation is 10% and asset Bs standard deviation is 16%. The correlation coefficient between the two assets is 0.12. The expected return on the portfolio is 16%. What is the portfolio standard deviation?

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