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Stocks A and B have a correlation coefficient of -0.8. the stocks expected returns and standard deviations are below. Stock Expected Return Standard Deviation A

Stocks A and B have a correlation coefficient of -0.8. the stocks expected returns and standard deviations are below.

Stock Expected Return Standard Deviation

A 20% 25%

B 15% 19%

What is the standard deviation of the portfolio with 60% of its money invested in Stock A while the balance in _______

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