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The return on XYZ stock has a standard deviation of 19% and the return on ABC stock has a standard deviation of 16%. Their correlation

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The return on XYZ stock has a standard deviation of 19% and the return on ABC stock has a standard deviation of 16%. Their correlation coefficient is 0.25. If you invest 40% in XYZ and 60% in ABC, what comes closest to the standard deviation of the portfolio? O 14.5% O 36.7% 0 1.9% O 13.7%

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