Question: A Portfolio has 2 Assets (A, T). (A) = 60.00% of the Portfolio total value. The variance for (T) is 0.0105 while for (A) the

A Portfolio has 2 Assets (A, T). (A) = 60.00% of the Portfolio total value. The variance for (T) is 0.0105 while for (A) the variance is 0.0225. If the correlation is of (A, T) is -0.10, what is the Standard Deviation for this Portfolio?
Question 30 options:
9.5%
5.9%
5.5%
4.9%

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