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You will build a portfolio with 2 different funds. Fund A has an expected return of 17% and a volatility of 15%. Fund B has

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You will build a portfolio with 2 different funds. Fund A has an expected return of 17% and a volatility of 15%. Fund B has an expected return of 22% and a volatility of 32%. The correlation between the two funds is 0.19. If you put 57% in Fund A, and the rest of the complete portfolio in Fund B, what will be volatility of the complete portfolio? (Give your answer as a percentage with 2 decimals, eg if the answer is 0.0345224 (or 3.45224%), enter 3.45 as your answer.) 0.22

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