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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 14% 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 14% and a standard deviation of 20%. The risk-free rate is 3.3% and the correlation between Stock A and Stock B is 0.6. Build the optimal risky portfoliolof Stock A and Stock B. What is the standard deviation of this portfolio

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