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Stock A has a variance of 30%% per year and stock B has a variance of 20% per year. The correlation between stock A and

Stock A has a variance of 30%% per year and stock B has a variance of 20% per year. The correlation between stock A and stock B is 0.28. You have a portfolio of these two stocks wherein stock B has a portfolio weight of 40%. What is your portfolio variance? 5 6 0.148 0.125 0.173 0.232

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