Question: What would be the portfolio standard deviation if the two investments as below had a correlation coefficient ( r ij ) of 0.71? ( Report

What would be the portfolio standard deviation if the two investments as below had a correlation coefficient (r_ij) of 0.71? (Report a number and keep 4 decimal places. e.g. report 0.1501 instead of 15.01%.)

Xi = 0.4, std=2.32

Xj = 0.6, std= 3.1

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