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a) Stock A has a variance of 0.04. Stock B has a variance of 0.09. What can the minimum/maximum standard deviation of a portfolio with
a) Stock A has a variance of 0.04. Stock B has a variance of 0.09. What can the minimum/maximum standard deviation of a portfolio with 20% in A and 80% in B be? (Hint: depending on possible correlation coefficient values)
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