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portfolio consists of 40 percent Stock A and 60 percent Stock B. Stock A has a Beta of 1.2. an expected return of 0.0% and

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portfolio consists of 40 percent Stock A and 60 percent Stock B. Stock A has a Beta of 1.2. an expected return of 0.0% and a variance of 0.10. Stock Bisa Beta of 6% needed turno dawn 0.07. The covariance of returns between Stocks A and B is 0.20. What is the standard deviation of of the portfolio 0.2987 > 0.3152 0.2266 0.3704 None of the listed choices is correct

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