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Stock 1 has an expected return of 6% and a standard deviation of 27%. Stock 2 has an expected return of 16% and a standard

Stock 1 has an expected return of 6% and a standard deviation of 27%. Stock 2 has an expected return of 16% and a standard deviation of 17%. Their correlation is -0.63.

You invest 60% in stock 1 and 40% in stock 2.

What is the standard deviation of the portfolio?

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