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14. What is the standard deviation of a portfolio of two stocks given the following data? Stock A has a standard deviation of 30%. Stock
14. What is the standard deviation of a portfolio of two stocks given the following data? Stock A has a standard deviation of 30%. Stock B has a standard deviation of 18%. The portfolio contains 60% of stock A and the correlation coefficient between the two stocks is -1.0. __________ A. 0.0% B. 10.8% C. 18.0% D. 24.0%
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