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NEED HELP ASAP! Finance HW. Cant figure this one out. The expected return on VZ next year is 12% with a standard detiation of 9%.

NEED HELP ASAP! Finance HW. Cant figure this one out.
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The expected return on VZ next year is 12% with a standard detiation of 9%. The expected return on ANT next year is 5% with a standard deviation of 28%. The correlation between the two stocks is 0.3 . If Emily makes equal investments in VZ and ANT, what is the standard deviation of her portfolio? 8.97% 10.64% 15.94% 28.12%

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