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 What is the standard deviation of the portfolio?
Asset A
Portfolio weight: Standard deviation variance
Asset B
Portfolio weight: standard deviation: variance
Express your answer in decimal form rounded to four decimal places ie
Standard deviation
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