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A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 35% while stock B has a

A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 35% while stock B has a standard deviation of rehim off. The correlation coefficient between the returns on A and it is 45 Stock A comprises 40% of the portfolio, while stock il comprises 60% of the portfolio. The standard deviation of the return on this portfolio is, Mimple Choice P70% 23% 1767% 45%

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