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Use the following to answer the next question Asset (A)                               Asset (B) E(RA

Use the following to answer the next question

Asset (A)                               Asset (B)

E(RA) = 9%                          E(RB) = 11%

(σA) = 4%                              (σB) = 6%

WA = 0.4                               WB = 0.6

COVA,B = 0.0011

What is the standard deviation of this portfolio?

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