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Mr. Jones has a 2-stock portfolio with a total value of $550,000. $185,000 is invested in Stock A and the remainder is invested in Stock
Mr. Jones has a 2-stock portfolio with a total value of $550,000. $185,000 is invested in Stock A and the remainder is invested in Stock B. If standard deviation of Stock A is 19.10%, Stock B is 8.95%, and correlation between Stock A and Stock B is 0.90, what would be the expected risk on Mr. Jones portfolio (standard deviation of the portfolio return)?
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