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The standard deviation of Stock A's returns is 25% and Stock B's is 45%. The correlation of the two stock's return is 0. What is

The standard deviation of Stock A's returns is 25% and Stock B's is 45%. The correlation of the two stock's return is 0. What is the standard deviation of an equally weighed portfolio of the Stock A and Stock B?

51.54%

51.48%

46.7%

59.16%

25.74%

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