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Stocks A and B both have return volatilities of 20% and their returns are uncorrelated with each other. What is the volatility of a portfolio

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Stocks A and B both have return volatilities of 20% and their returns are uncorrelated with each other. What is the volatility of a portfolio with positive weights on both of these two stocks? More than 20% Cannot be determined without knowing the weights on stocks A and B 20% Less than 20%

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