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Suppose Brianna's portfolio contains two stocks. If the portfolio has 40% invested in Stock A and 60% in Stock B, Stock A has a standard

Suppose Brianna's portfolio contains two stocks. If the portfolio has 40% invested in Stock A and 60% in Stock B, Stock A has a standard deviation of returns of 0.10, Stock B has a standard deviation of returns of 0.09, and the stock returns' correlation coefficient is 0.40, which of the following is the portfolio standard deviation.

0.079

0.067

0.40

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