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A portfolio is composed of two stocks, A and B. The portfolio weight and standard deviation of returns for the stocks are given in the

A portfolio is composed of two stocks, A and B. The portfolio weight and standard deviation of returns for the stocks are given in the table below. The correlation coefficient between the stocks is +1.

What is the standard deviation of returns for the portfolio? A. 16.58 B 20.07 C 23 D 27 image text in transcribed

Stock A Standard Deviation of Stock 35% 15% Portfolio Weight of Stock 0.4 10.6

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