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Consider a portfolio consisting of Stock A and Stock B. The variance of the return of Stock A is 36% per year. The variance of

Consider a portfolio consisting of Stock A and Stock B. The variance of the return of Stock A is 36% per year. The variance of the return of Stock B is 50% per year. The returns on these two stocks are uncorrelated and you have $50MM to invest. What is the standard deviation of the return on your portfolio if you invest $80MM in Stock A and short-sell $30MM of Stock B

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