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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 . What is the standard deviation for a portfolio with 70% invested in Stock M and 30% invested in Stock N? 12.9% 13.6% 15.7% 18.0%

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