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A portfolio was created by investing 34% of the funds in Stock 1 with a variance of 0.06%, and the remaining balance of the funds
A portfolio was created by investing 34% of the funds in Stock 1 with a variance of 0.06%, and the remaining balance of the funds in Stock B with a standard deviation of 0.80%. If the correlation coefficient is 0.87, the portfolios standard deviation is closest to
W. 8.03%.
X. 6.68%.
Y. 3.85%.
Z. 1.32%.
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