Calculate the standard deviation of your portfolio


Problem

Consider a two-asset portfolio

Asset

A

B

Expected Return (r)

13.6%

14.8%

SD (σ)

27.9%

19.6%

Weight (w)

0.71

1-0.71

Correlation

-0.32

Calculate the standard deviation (in % and two decimal places) of your portfolio.

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Portfolio Management: Calculate the standard deviation of your portfolio
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