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Jack Jones has a two-stock portfolio with 50% invested in Stock A. The variance of Stock A is 0.13 and the standard deviation of Stock

Jack Jones has a two-stock portfolio with 50% invested in Stock A. The variance of Stock A is 0.13 and the standard deviation of Stock B is 22%. The covariance between Stock A and Stock B is 0.1.

a) Calculate the standard deviation of the portfolio. (3 Marks) Please provide your answer as a decimal to 6 decimal places.

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