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Suppose stocks A and B have uncorrelated returns. Stock A has expected volatility of 25%. Stock B has expected volatility of 35%. Which is closest

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Suppose stocks A and B have uncorrelated returns. Stock A has expected volatility of 25%. Stock B has expected volatility of 35%. Which is closest to the expected volatility of a portfolio that is 25% stock A and 75% stock B? 27% 21% 25% 23%

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