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The standard deviation of returns for Oakman and Stanford Corporation are 1 4 % and 1 2 % respectively. If the correlation between the two

The standard deviation of returns for Oakman and Stanford Corporation are 14% and 12% respectively. If the correlation between the two stocks is 0.25. A portfolio consisting of 35% invested in Oakman and 65% in stanford a volatility of?
Question 21Answer
a.
35.0%
b.
10.2%
c.
12.7%

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