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Assume the standard deviation of stock A is 10% and the standard deviation of stock B is 50%6. You have bought $10,000 worth of stock

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Assume the standard deviation of stock A is 10% and the standard deviation of stock B is 50%6. You have bought $10,000 worth of stock A and $30,000 worth of stock B. If the correlation coefficient between the two stocks is -0.05 (negative!), what is the standard deviation of this two-stock portfolio? O a) 34.896 b) 35.896 O c) 36.396 d) 37.196 e) 37.596

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