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QUESTION 12 Your portfolio has 20% invested in stock A and 80% invested in stock B. Stock A has an expected return of 10% and

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QUESTION 12 Your portfolio has 20% invested in stock A and 80% invested in stock B. Stock A has an expected return of 10% and a volatility of 15%. Stock B has an expected return of 12% and volatility of 25%. The correlation between stock A and B is -0.2. What is the variance of your portfolio return? O 0.0385 0.0587 O 0.0257 O 0.0897

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