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A portfolio has 15% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 40%

A portfolio has 15% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 40% and 30%, respectively, and the correlation between IBM and MSFT is -0.3. What is the standard deviation of the portfolio? OA. 21.86% B. 23.08% OC. 26.72% OD. 24.29%

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