What is the portfolio standard deviation

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Ollie is considering two portfolios: 1) Portfolio A with a return of 10% and a standard deviation of 20% and 2) Portfolio B with a return of 6% and a standard deviation of 8%. Get the instant assignment help. Assuming the correlation between A and B is 1 and he invests 40% in A and 60% in B, what is the portfolio standard deviation?

Reference no: EM133981610

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