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What is the standard deviation of the returns on a portfolio with 33% invested in...

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Finance

What is the standard deviation of the returns on a portfolio with 33% invested in Asset A and 67% in Asset B? The standard deviation of returns for A is 16% and 28% for Asset B. The correlation of the two assets is +1.

Enter your answer as a percent without the % symbol with 2 decimal places. This means an answer of 0.1012 should be entered as 10.12.

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