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You put 60% of your funds in an asset that has an expected return of 14% and a standard deviation of 12%. You put the

You put 60% of your funds in an asset that has an expected return of 14% and a standard deviation of 12%. You put the rest of your money in an asset with an expected return of 10% and a standard deviation of 7%. The returns on the two assets have a covariance of 65. The standard deviation of the resulting portfolio will be closest to

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