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Consider a portfolio of two stocks, A and B. The expected return on Stock A next year is 22% with a standard deviation of 14%.

Consider a portfolio of two stocks, A and B. The expected return on Stock A next year is 22% with a standard deviation of 14%. The expected return on Stock B next year is 8% with a standard deviation of 6%. The correlation between the two stocks is 0.3. If 70% of the portfolio is in Stock A and 30% in Stock B, what is the standard deviation of the portfolio?

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