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Portfolio consists of 30% stock A and 70% stock B. A stock is with E(RA)=12%, standard deviation of A return is 10%. B stock is

Portfolio consists of 30% stock A and 70% stock B. A stock is with E(RA)=12%, standard deviation of A return is 10%. B stock is with E(RB)=9%, standard deviation of B return is 7%. Correlation between A and B are 0.2. What is the portfolio standard deviation?

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