Question: The correlation between A and B is - 0 . 3 2 . Niko's portfolio has 1 1 6 % invested in Asset A ,
The correlation between A and B is Niko's portfolio has invested in Asset A the rest in Asset B Calculate the standard deviation of his portfolio. Express your answer as a decimal with four digits after the decimal point eg not
AssetExpected ReturnStandard DeviationAB
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