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An investor forms a portfolio of two stocks, Alpha and Beta. Information regarding the two stocks is shown below: The correlation between returns on Alpha

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An investor forms a portfolio of two stocks, Alpha and Beta. Information regarding the two stocks is shown below: The correlation between returns on Alpha and Bravo is 0.40. The investor will put 60% of her wealth in Alpha and the 40% of her wealth in Bravo. What is the standard deviation of the investor's portfolio? 32.54% 28.91% 38.44% 30.83% 27.13\%

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