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Stock A has an expected return of 10% and a standard deviation of its return of 25%. You have $0.3 million to invest. You further

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Stock A has an expected return of 10% and a standard deviation of its return of 25%. You have $0.3 million to invest. You further borrow $0.7 million at the risk-free. What is the standard deviation of the resulting portfolio that borrows $0.7 million at the risk-free rate of 3% and invests $1 million in Stock A? (Please, give your answers in percentages. For example, if you get 0.234078, then write 23.40 in the answer box.)

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