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Stock X has a standard deviation of return of 25 percent. Stock Y has a standard deviation of return of 15 percent. The correlation coefficient

Stock X has a standard deviation of return of 25 percent. Stock Y has a standard deviation of return of 15 percent. The correlation coefficient between the two stocks is 0.5. If you invest 60 percent of your funds in Stock X and 40 percent in Stock Y, what is the standard deviation of your portfolio?

A. 16.8%

B. 27.5%

C. 18.7%

D. 21.3%

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