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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 return of 15%. The correlation coefficient between the returns on A and B is .45. Stock A compromises 40% of the portfolio while stock B compromises 60% of the portfolio. The standard deviation of the return on this portfolio is _____.

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