The standard deviation of the portfolio

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Assume the standard deviation of security A is 0.3 and the standard deviation of security B is 0.33 The correlation coefficient between A and B is 0.4 What is the standard deviation of a portfolio composed of 55 % security A and 45 %security? B? The standard deviation of the portfolio is (Round to two decimal? places.)

Reference no: EM131327247

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