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Assume portfolio ABC consists of 40.0% of Stock A and 60.0% of Stock B. The returns of Stock A have exhibited a standard deviation of

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Assume portfolio ABC consists of 40.0% of Stock A and 60.0% of Stock B. The returns of Stock A have exhibited a standard deviation of 10.00% and the returns of Stock B have a standard deviation of 22.00%. Assuming the correlation between the returns of Stock A and Stock B is 60.00%, calculate the volatility (standard deviation) of portfolio ABC : 17.834% 2.536% 15.925% 42.230%

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