What is the standard deviation for this particular portfolio

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A hedge fund portfolio manager has two investments in her portfolio. She has different amounts invested in these two investments. The details are as follows: A – Standard deviation of 10%, $1,000,000 B – Standard deviation of 6%, $2,700,000. A and B's correlation coefficient is 0.3. What is the standard deviation for this particular portfolio?

Reference no: EM131189923

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