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An optimal portfolio of S and B has been calculated to contain 35.0% stocks (portfolio s). What would be the standard deviation of the optimal

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An optimal portfolio of S and B has been calculated to contain 35.0% stocks (portfolio s). What would be the standard deviation of the optimal portfolio constructed from these two risky portfolios? E (r) 17.00 8.00 0.26 0.17 Risk free 5.50% 0.50 Portfolio S Portfolio B

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