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Consider the following probability distributions for stocks A and B: State Probability Return on A Return on B 1 .3 7% -9% 2 .5 11%

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Consider the following probability distributions for stocks A and B: State Probability Return on A Return on B 1 .3 7% -9% 2 .5 11% 14% 3 .2 -16% 26% If you invest 25% of your portfolio in stock A and the rest (75%) in stock B, what is your portfolio's standard deviation

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