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Mr. Jones has a 2-stock portfolio with a total value of $510,000.$185,000 is invested in Stock A and the remainder is invested in Stock B.

Mr. Jones has a 2-stock portfolio with a total value of $510,000.$185,000 is invested in Stock A and the remainder is invested in Stock B. If standard deviation of Stock A is 17.70%, Stock B is 10.45%, and correlation between Stock A and Stock B is 0.60, what would be the expected risk on Mr. Jones portfolio (standard deviation of the portfolio return)?

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