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The returns of Stock A and Stock B have correlation = 0.4. The variance of Stock A is 0.20 and the variance of Stock B
The returns of Stock A and Stock B have correlation = 0.4. The variance of Stock A is 0.20 and the variance of Stock B is 0.15. What is the variance of a portfolio that invests $5,000 in Stock A and $20,000 in Stock B?
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