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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?
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16.73%
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15.16%
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14.89%
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13.50%
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12.82%
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