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The expected return on ZV next year is 12% with a standard deviation of 20%. The expected return on TNA next year is 24% with

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The expected return on ZV next year is 12% with a standard deviation of 20%. The expected return on TNA next year is 24% with a standard deviation of 30%. The correlation between the two stocks is -0.6 . If an investor makes equal investments in ZV and TNA, what is the standard deviation of the portfolio? (use a percentage number, rounded to the nearest 100th, without % sign. For example, 12.345%12.35 ) *This question has a weight of two correctness points. Typed numeric answer will be automatically saved

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