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Question 38 4 pts Stock A has an expected return of 18% and a standard deviation of 30%. Stock B has an expected return of

Question 38 4 pts Stock A has an expected return of 18% and a standard deviation of 30%. Stock B has an expected return of 13% and a standard deviation of 15%. The risk-free rate is 2.2% and the correlation between Stock A and Stock B is 0.7. Build the optimal risky portfolio of Stock A and Stock B. What is the standard deviation of this portfolio? Question 39 4 pts

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