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explain how to solve it You wish to invest in a portfolio of stocks A and B. The risk free rate is 4%. A B

explain how to solve it

You wish to invest in a portfolio of stocks A and B. The risk free rate is 4%.

A B

Expected return (%) 10 20

Volatility (standard deviation) (%) 15 25

Correlation coefficient between returns 0.3

What's the standard deviation of a portfolio with 30% in stock A?

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