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Stock A has an expected return of 12% and a standard deviation of 24%. Stock B has an expected return of 20% and a standard

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Stock A has an expected return of 12% and a standard deviation of 24%. Stock B has an expected return of 20% and a standard deviation of 32%. Stocks A and B have a correlation coefficient of 0.30. What is the standard deviation of a portfolio where the weight of stock A is 40% and the weight of stock B is 60%? Multiple Choice 0.239 O o 0.168 0.288 O o 0.057

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