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Consider a portfolio that contains two stocks. Stock A has an expected return of 20% and a standard deviation of 77%. Stock B has an

Consider a portfolio that contains two stocks. Stock "A" has an expected return of 20% and a standard deviation of 77%. Stock "B" has an expected return of 10% and a standard deviation of 45%. The proportion of your wealth invested in stock "A" is 40%. The correlation between the two stocks is 0.

What is the standard deviation of the portfolio? Enter your answer as a percentage. Do not include the percentage sign in your answer.

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