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Stock A has an expected return of 20% and a standard deviation of 30%. Stock B has an expected return of 11% and a standard

Stock A has an expected return of 20% and a standard deviation of 30%. Stock B has an expected return of 11% and a standard deviation of 18%. The risk-free rate is 1.7% and the correlation between Stock A and Stock B is 0.6. Build the optimal risky portfolio of Stock A and Stock B. What is the standard deviation of this portfolio?

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