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A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 24% while stock B has

A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 24% while stock B has a standard deviation of return of 18%. Stock A comprises 60% of the portfolio while stock B comprises 40% of the portfolio. If the correlation coefficient between the returns on A and B is 0.583, then the standard deviation of return on the portfolio is 0.583 0.327 0.195 0.038

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