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Question 19 0 out of 5 points Stock: A B Avg Return R i 15% 10% Stdev i 9% 7% Weight w i 40% 60%

Question 19

0 out of 5 points

Stock: A B
Avg Return Ri 15% 10%
Stdev i 9% 7%
Weight wi 40% 60%
Correl A,B -0.70

A portfolio manger created a 2-stock portfolio using a mix of Stock A and Stock B in the above risk-return characteristics. This portfolio's standard deviation A,B is _________%. [TWO-decimal places]

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