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standard deviation of 0.08. The return correlation between the two sto 0.75. The covariance between the two stock returns is 0.003. What is the standard

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standard deviation of 0.08. The return correlation between the two sto 0.75. The covariance between the two stock returns is 0.003. What is the standard deviation of Stock B? 0.03 0.07 0.05 0.03 None of the above

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