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Stock A has a standard deviation of 20 percent per year and stock B has a standard deviation of 15 percent per year. The correlation

Stock A has a standard deviation of 20 percent per year and stock B has a standard deviation of 15 percent per year. The correlation between stock A and stock B is .35. You have a portfolio of these two stocks wherein stock B has a portfolio weight of 40 percent. What is your portfolio variance?

0.02156

0.02247

0.02304

0.02022

0.02239

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