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Malcom Jones has 33% invested in Stock A with the rest invested in Stock B. The variance of Stock A is 5% and the standard

Malcom Jones has 33% invested in Stock A with the rest invested in Stock B. The variance of Stock A is 5% and the standard deviation of Stock B is 15%. The correlation between Stock A and Stock B is 0.47. Calculate the standard deviation of the portfolio. (3 Marks) Please provide your answer as a decimal to 4 decimal places.

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