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Stock A has a risk premium of 16%, a correlation of 0.56 with the market, and a beta of 0.9. Stock B has a

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Stock A has a risk premium of 16%, a correlation of 0.56 with the market, and a beta of 0.9. Stock B has a risk premium of 9.1% and a correlation of 0.23 with the market. The returns of Stock A and Stock B are uncorrelated. The volatility of the market portfolio is 14%. A portfolio is created by investing equally in Stock A and Stock B. Find the volatility of this portfolio.

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