Question: You have two assets. Asset E ( R ) volatility A 9 . 5 1 % 1 8 . 4 % B 1 2 .

You have two assets.
Asset E(R) volatility
A 9.51%18.4%
B 12.17%30.9%
correlation 0
You create a complete portfolio with both assets, by investing 44% in asset A.
What is the volatility of this portfolio?
Enter your answer as percentage with 2 decimals.

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