Stocks A and B have standard deviations of 8% and 15%, respectively. The correlation between the two
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Stocks A and B have standard deviations of 8% and 15%, respectively. The correlation between the two stocks’ returns has historically been 0.35. What is the standard deviation of a portfolio consisting of 60% invested in Stock A and 40% invested in Stock B?
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Related Book For 
Fundamentals Of Investing
ISBN: 9781292153988
13th Global Edition
Authors: Scott B. Smart, Lawrence J. Gitman, Michael D. Joehnk
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