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If stock A has a standard deviation of 20%, stock B has a standard deviation of 24%, and the correlation between the two stocks is

If stock A has a standard deviation of 20%, stock B has a standard deviation of 24%, and the correlation between the two stocks is 0.25, what is the standard deviation of a portfolio consisting of 130% invested in stock B and a 30% short position in stock A?

pls show ALL work, no excel.

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