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7 of 12 (7 complete) HW Score: 52.08%, 6.25 of 12 pts Score: 0 of 1 pt P 12-18 (similar to) Question Help You have

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7 of 12 (7 complete) HW Score: 52.08%, 6.25 of 12 pts Score: 0 of 1 pt P 12-18 (similar to) Question Help You have a portfolio with a standard deviation of 20% and an expected return of 16%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 20% of your money in the new stock and 80% of your money in your existing portfolio, which one should you add? Expected Return 12% 12% Stock A Stock B Standard Deviation 24% 20% Correlation with Your Portfolio's Returns 0.2 0.6 Standard deviation of the portfolio with stock A is %. (Round to two decimal places.)

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