Question: The correlation between Asset A and Asset B is 0.58. If you invest 42% in Asset A and the remaining in Asset B, what

 The correlation between Asset A and Asset B is 0.58. If you invest 42% in Asset A and the remaining in Asset B, what  

The correlation between Asset A and Asset B is 0.58. If you invest 42% in Asset A and the remaining in Asset B, what is your portfolio standard deviation? Asset A Asset B Expected Return 9% 15% Standard Deviation 13% 18%

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