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Stock A has an expected return of 18% and a standard deviation of 33%. Stock B has an expected return of 13% and a standard

Stock A has an expected return of 18% and a standard deviation of 33%. Stock B has an expected return of 13% and a standard deviation of 17%. The risk-free rate is 3.6% 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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