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A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 16% while stock B has a

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A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 16% while stock B has a standard deviation of return of 11%. The correlation coefficient between the returns on A and B is 0.69. Stock A comprises 45% 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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