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The return on Stock A has a standard deviation of 6%. The return on Stock B has a standard deviation of 8%. Sid divides his

The return on Stock A has a standard deviation of 6%. The return on Stock B has a standard deviation of 8%. Sid divides his portfolio 50-50 between the two stocks. If the standard deviation of the return on Sid's portfolio is 5%, then the returns on Stock A and Stock B are

(please say why)

A. Uncorrelated B. Positively Correlated C. Negatively Correlated D. Impossible to say

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