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Stock A has an expected return of 16% and a standard deviation of 28%. Stock B has an expected return of 10% and a standard

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Stock A has an expected return of 16% and a standard deviation of 28%. Stock B has an expected return of 10% and a standard deviation of 10%. The risk-free rate is 6.4% and the correlation between Stock A and Stock B is 0.2. Build the optimal risky portfolio of Stock A and Stock B. What is the standard deviation of this portfolio

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