Question: Security A has an expected return of 15% and a standard deviation of 38% per year. Security B has an expected return of 25% and

Security A has an expected return of 15% and a standard

Security A has an expected return of 15% and a standard deviation of 38% per year. Security B has an expected return of 25% and a standard deviation of 50% per year. If the correlation between the returns of security A and security B is 0.40 , what is the standard deviation of the portfolio described in part (a)

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