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Stock A has an expected return of 15% and a standard deviation of 26%. Stock B has an expected return of 15% and a standard

Stock A has an expected return of 15% and a standard deviation of 26%. Stock B has an expected return of 15% and a standard deviation of 12%. The risk-free rate is 4% and the correlation between Stock A and Stock B is 0.5. Build the optimal risky portfolio of Stock A and Stock B. What is the standard deviation of this portfolio? Round answer to 4 decimal places

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