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Stock A has a standard deviation of 10.6%. Stock B has a standard deviation of 11.9%. The correlation coefficient between stock A and stock B

Stock A has a standard deviation of 10.6%. Stock B has a standard deviation of 11.9%. The correlation coefficient between stock A and stock B is 0.3. What is the expected standard deviation of a portfolio invested 39% in stock B and the remainder in stock A. (answer positive number with two decimals and no percentage sign)

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