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Asset 1 has a standard deviation of returns equal to 4% per year, and an expected...

Asset 1 has a standard deviation of returns equal to 4% per year, and an expected return of 2.5% per year. Asset 2 has a standard deviation of returns equal to 25% per year, and an expected return of 6% per year. The correlation between the two assets is 0.2. What is the standard deviation of a portfolio that has 50% in asset 1 and 50% in asset 2?.

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