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Consider investing money into two stocks. Suppose they have expected returns of 10% and 20%, respectively. Assume further that the have variances of 2,25% and

Consider investing money into two stocks. Suppose they have expected returns of 10% and 20%, respectively. Assume further that the have variances of 2,25% and 6,25%, with a correlation of 50%. What would we the risk (standard deviation) of a portfolio with 100% return?

135%
155%
175%
195%

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