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Arbor Systems and Gencore stocks both have a volatility of 37%. Compute the volatility of a portfolio with 50% invested in each stock if the

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Arbor Systems and Gencore stocks both have a volatility of 37%. Compute the volatility of a portfolio with 50% invested in each stock if the correlation between the stocks is 0.2. The volatility of the portfolio is %. (Please write percentage as a number with two decimal place, no "%" sign. e.g. write "12.34%" as "12.34")

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