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A portfolio has 25% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 35% and

A portfolio has 25% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 35% and 30%, respectively, and the correlation between IBM and MSFT is 0.5. What is the standard deviation of the portfolio?

		27.92%
		30.72%
		32.11%
		23.73%

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