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Stock A has a standard deviation of 15.1%. Stock B has a standard deviation of 12.9%. The correlation coefficient between stock A and stock B

Stock A has a standard deviation of 15.1%. Stock B has a standard deviation

of 12.9%. The correlation coefficient between stock A and stock B is 0.4. What

is the expected standard deviation of a portfolio invested 57% in stock B and

the remainder in stock A.

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