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Suppose a portfolio has 55 percent of its assets invested in Stock S with a standard deviation of 40 percent and the remainder in Stock

Suppose a portfolio has 55 percent of its assets invested in Stock S with a standard deviation of 40 percent and the remainder in Stock T with a standard deviation of 12 percent. If the correlation between the two stocks is 0.22, what is the standard deviation of the portfolio?

Question 8 options:

24.68%

21.05%

22.94%

23.78%

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