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A portfolio is formed with 10% of your money in Stock 1 and 90% of your money in Stock 2. Stock 1 has a variance

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A portfolio is formed with 10% of your money in Stock 1 and 90% of your money in Stock 2. Stock 1 has a variance of 0.008 and Stock 2 has a variance of 0.000. Which comes closest to this portfolio's standard deviation if the covariance between Stock 1 and Stock 2 is 0.000? A. The portfolio standard deviation is 0.06325 B. The portfolio standard deviation is 0.08675 C. The portfolio standard deviation is 0.0000 D. The portfolio standard deviation is 0.04472 E. The portfolio standard deviation is 0.00894

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