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Suppose Stock M has an expected return of 10%, a standard deviation of 15%, and a Beta of 0.6 while Stock N has an expected

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Suppose Stock M has an expected return of 10%, a standard deviation of 15%, and a Beta of 0.6 while Stock N has an expected return of 20%, a standard deviation of 25% and a beta of 1,04, and the correlation between the two stocks is 0.50. What is the standard deviation for a portfolio with 80% invested in ?Stock M and 20% invested in Stock N a. 17.3% 0 b. 21.5% c. 13.2% d. 15.1%

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