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Stock G has a standard deviation of 34 percent per year and stock H has a standard deviation of 19 percent per year. The correlation

Stock G has a standard deviation of 34 percent per year and stock H has a standard deviation of 19 percent per year. The correlation between stock G and stock H is .50. You have a portfolio of these two stocks wherein stock H has a portfolio weight of 80 percent. What is your portfolio variance?

0.04520

0.02337

0.04123

0.03301

0.03806

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