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A portfolio is composed of two stocks, A and B . Stock A has a standard deviation of return of 3 5 % , while
A portfolio is composed of two stocks, A and B Stock A has a standard deviation of return of while stock B has a standard deviation of return of The correlation coefficient between the returns on A and B is Stock A comprises of the portfolio, while stock B comprises of the portfolio. The standard deviation of the return on this portfolio is
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