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A portfolio is composed of two stocks, A and B . Stock A has a standard deviation of return of 1 5 % while stock

A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 15% while stock B has a standard deviation of return of 13%. The correlation coefficient between the returns on A and B is 0.47. Stock A comprises 32% of the portfolio while stock B comprises the rest. What is the standard deviation of the return on this portfolio?
Enter answer in percents, to two decimal places.

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