Question 12 6 pts If you have one security with an expected return of 7%...

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Question 12 6 pts If you have one security with an expected return of 7% and a standard deviation of 2% and a second security with an expected return of 13% and a standard deviation of 2.4%, what would be the standard deviation of a portfolio that consists of 30% of the first security and 70% of this second security if the correlation coefficient between the two securities is -30? Please enter your answer as a percentage to two decimals with no % sign

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