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Stock A has an expected annual return of 19% and a volatility of 34%. Stock B has an expected annual return of 8% and a

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Stock A has an expected annual return of 19% and a volatility of 34%. Stock B has an expected annual return of 8% and a volatility of 21%. The correlation of the . returns of the two stocks is equal to 0.56. A portfolio is created by investing 2900 into Stock A and 3800 into Stock B. Calculate the volatility of this portfolio. 0.1931 O 0.1719 0.2355 0.1507 O 0.2143

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