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A portfolio consists of two stocks, A and B. Stock A has a return standard deviation of 25% and stock B has a return standard

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A portfolio consists of two stocks, A and B. Stock A has a return standard deviation of 25% and stock B has a return standard deviation of 15%. Stock A comprises 40% of the portfolio and stock B comprises 60% of the portfolio. If the correlation coefficient between the returns on A and B is 0.70, the return standard deviation of the portfolio should be OA) 17.52% B) 16.38% C) 15.62% D) 14.79%

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