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Suppose Tex stock has a volatility of 26%, and Mex stock has a volatility of 17%. The correlation between the two stocks is -0.09 Compute

Suppose Tex stock has a volatility of 26%, and Mex stock has a volatility of 17%. The correlation between the two stocks is -0.09

Compute the standard deviation for a portfolio with 25% invested in Tex, and 75% invested in Mex.

Group of answer choices

0.120

0.216

0.054

0.138

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