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3 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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3 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 45 Stock A comprises 40 of the portfolio while stock B comprises 60 of the portfolio The standard deviation of the return on this portfolio is

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