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4) Stock A has an expected return of 12% and a standard deviation of 18%, while stock B has an expected return of 15% and

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4) Stock A has an expected return of 12% and a standard deviation of 18%, while stock B has an expected return of 15% and a standard deviation of 15%. What is the standard deviation of a portfolio weighted 75% A and 25% B if the correlation between stocks A and B is 0.8 ? a. 15.39% b. 16.65% c. 17.25% d. 14.01%

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