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If you invest half of your money in stock A which has a standard deviation of 10% and the other half in stock B which

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If you invest half of your money in stock A which has a standard deviation of 10% and the other half in stock B which has a standard deviation of 20%. The correlation is 0.85 between stock A and B. What is the standard deviation of your portfolio? A. 11.26% B. 12.94% C. 14.49% D.21.56%

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