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stock a's return has a variance of 0.0016. Stock b's return has a variance of 0.0036. The correlation between the two stock returns is -1

stock a's return has a variance of 0.0016. Stock b's return has a variance of 0.0036. The correlation between the two stock returns is -1 (i.e., a and b are perfectly negatively correlated). What is the standard deviation of a portfolio investing 50% and 50% in a and b?

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