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1. A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 35% while stock B has

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1. A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 35% while stock B has a standard deviation of return of 15%. The correlation coefficient between the returns on A and B is 0.45. Stock A comprises 40% of the portfolio while stock B comprises 60% of the portfolio. Compute the standard deviation of the returns on the portfolio

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