Question: Consider the data provided in the data below for a portfolio of assets A and B . The correlation of returns of the two assets

Consider the data provided in the data below for a portfolio of assets A and B. The correlation of returns of the two assets is 0.43. What is the standard deviation of the portfolio?
Asset A
Portfolio weight: 0.55, Standard deviation 0.38, variance 0.1444
Asset B
Portfolio weight: 0.45, standard deviation: 0.39, variance 0.1521
Express your answer in decimal form rounded to four decimal places (i.e.,0.1234).
Standard deviation =

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