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10. Stock A has a standard deviation of 22 percent per year and stock B has a standard deviation of 11 percent per year. The

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10. Stock A has a standard deviation of 22 percent per year and stock B has a standard deviation of 11 percent per year. The correlation between Stock A and Stock B is .30. You have a portfolio of these two stocks wherein stock B has a portfolio weight of 35 percent. What's your portfolio variance? A. .025235 B..015312 C. .034682 D..004218

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