Question: Asset (A) Asset (B) E(RA) = 9% E(R) = 11% (CA) = 7% (OB) = 6% WA = 0.4 WB = 0.6 COVA,B = 0.022

 Asset (A) Asset (B) E(RA) = 9% E(R) = 11% (CA)

Asset (A) Asset (B) E(RA) = 9% E(R) = 11% (CA) = 7% (OB) = 6% WA = 0.4 WB = 0.6 COVA,B = 0.022 What is the standard deviation of this portfolio? (Keep 4 decimal places)

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