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Security A has an expected return of 12% with a standard deviation of 35%. Security B has an expected return of 18% with a standard

Security A has an expected return of 12% with a standard deviation of 35%. Security B has an expected return of 18% with a standard deviation of 59%. The correlation coefficient between Stocks A and B is -0.7. What is the standard deviation, in percentages, of a portfolio invested 45% in Stock A and 55% in Stock B?

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