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14.) One stock has a standard deviation of 20%, and another has a standard deviation of 40%. The correlation coefficient is 0.3. The standard deviation

14.) One stock has a standard deviation of 20%, and another has a standard deviation of 40%. The correlation coefficient is 0.3. The standard deviation of a portfolio that invests 50% in each of the two stocks equals ________.

a. 30.0%

b. 26.5%

c. 6.2%

d. 24.9%

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