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5. Assume that you have invested in two stock A and B. Stock A has a standard deviation of return of 10 percent. Stock B

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5. Assume that you have invested in two stock A and B. Stock A has a standard deviation of return of 10 percent. Stock B has a standard deviation of return of 20 percent. The correlation coefficient between the two stocks is 0.60. If you invest 60 percent of your funds in stock A and 40 percent in stock B, what is the standard deviation of your portfolio

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