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Stocks A and B are perfectly negatively correlated (p_1, 2 =-1) and their standard deviations are 0.20 and 0.30 respectively. What is the standard deviation

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Stocks A and B are perfectly negatively correlated (p_1, 2 =-1) and their standard deviations are 0.20 and 0.30 respectively. What is the standard deviation of a portfolio with 50% invested in Stock A and 50% invested in Stock B? 9% 6% 5% 8% 7%

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