Question: The correlation between security A and B is 1. The standard deviation of security A is 5.00% and the standard deviation of security B is

The correlation between security A and B is 1. The standard deviation of security A is 5.00% and the standard deviation of security B is 11.10%. The standard deviation of a portfolio that has invested 78% in security A can be calculated to be... (Remember, the standard deviation has to be a positive number. Write the absolute value of your answer.)

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