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20. The investor is presented with the two following stocks: Expected Return Standard Deviation Stock A 30% 50% Stock B 40% 60% Assume that the

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20. The investor is presented with the two following stocks: Expected Return Standard Deviation Stock A 30% 50% Stock B 40% 60% Assume that the correlation coefficient between the stocks is -1. What is the standard deviation of the return on the portfolio that invests 30% in stock A? A.30.00% B.24.35% C.27.00% D.34.24%

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