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If Stock X has a standard deviation of returns of 18.90% and Stock Y has a standard deviation of returns equal to 14.73% and returns

If Stock X has a standard deviation of returns of 18.90% and Stock Y has a standard deviation of returns equal to 14.73% and returns on the stocks are perfectly positively correlated, the standard deviation of an equally weighted portfolio of the two is: A. 2.09% B. 10.25%. C. 14.67%. D. 16.82%.

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