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An investor is interested in constructing a portfolio that consists of both J&J stock and Treasury bond. She puts half of the wealth in J&J

An investor is interested in constructing a portfolio that consists of both J&J stock and Treasury bond. She puts half of the wealth in J&J that has an expected return of 18% and a standard deviation of 26%. Then she puts the rest of her wealth in the Treasury bond that has an expected return of 5% and a standard deviation of 10%. Assuming the two securities have a correlation of .60. Please calculate the standard deviation of the portfolio

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