27.1 Assume a two-asset portfolio. Asset A has volatility of 20% and Asset B has volatility of 30%. The returns of the two assets have a correlation of 0.4. If each asset is weighted 50% (equally-weighted portfolio), what is the portfolio volatility?
a) 19.4%
b) 20.1%
c) 21.1%
d) 25.9%...
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