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Stock A has an expected return of 12% and a variance of 0.04. Stock B has an expected return of 17% and a variance of

Stock A has an expected return of 12% and a variance of 0.04. Stock B has an expected return of 17% and a variance of 0.0225. The correlation between the returns of two stocks is 0.3. If you wanted to form a portfolio of these two stocks with an expected return of 15%, what weights would you put on each stock? What would be the standard deviation of this portfolio?

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