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5.15. A portfolio consists of two stocks, AAC and BBD, with 60% invested in AAC. The volatility of AAC is 0.2 and the volatility of

5.15. A portfolio consists of two stocks, AAC and BBD, with 60% invested in AAC. The volatility of AAC is 0.2 and the volatility of BBD is 0.5. The correlation between the two stocks is 0.9. Calculate the contribution of AAC to the volatility of the portfolio

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