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A portfolio has 50% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 35% and

A portfolio has 50% 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 0.6. What is the standard deviation of the portfolio? O A. 33.45% O B. 29.09% O C. 32% O D. 24.73%

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