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The expected return on stock A next year is 12% with a standard deviation of 20%. The expected return on Stock B next year is

The expected return on stock A next year is 12% with a standard deviation of 20%. The expected return on Stock B next year is 24% with a standard deviation of 30%. The correlation between the two stocks is -0.3. If Emily makes equal investments in A and B, what is the standard deviation of her portfolio? O 15.33% 21.25% O 16.05% 15.00% O 16.32%

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