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An investor builds an equally-weighted portfolio by investing in stock A and stock B. The average return and standard deviation of returns for the stocks

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An investor builds an equally-weighted portfolio by investing in stock A and stock B. The average return and standard deviation of returns for the stocks are given in the table below. The stocks are uncorrelated. What is the standard deviation of returns for the portfolio? Stock Standard Deviation of Returns Average Return 5% A B 10% 20% 11% O A. 13.23% B. 15% C. 0% D. 11.18%

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