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Stock A has an expected return of 5% and standard deviation of 7%. Stock B has an expected return of 13% and standard deviation of

Stock A has an expected return of 5% and standard deviation of 7%. Stock B has an expected return of 13% and standard deviation of 20%. What is the standard deviation of a portfolio with 30% in stock A and 70% in stock B when the correlation coefficient is 0.5?

  1. 16.73%

  2. 15.16%

  3. 14.89%

  4. 13.50%

  5. 12.82%

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