Deviation of returns on the following two asset portfolio

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Reference no: EM13804450

What is the standard deviation of returns on the following two asset portfolio?

Asset A - weighting of 30% of value of portfolio - std dev. of returns 20%

Asset B -weighting of 70% of value of portfolio - std dev. of returns 25 %

Correlation between Asset A & Asset B of 0.2

Reference no: EM13804450

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