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The standard deviations of returns for Stocks A and B are 10% and 16%, respectively. If we have a portfolio with 60% of our funds

The standard deviations of returns for Stocks A and B are 10% and 16%, respectively. If we have a portfolio with 60% of our funds in Stock A and 40% in Stock B, what is the standard deviation for this portfolio given the correlation coefficient is 0.3?

a. 8.8%

b. 10.0%

c. 12.4%

d. 13.6%

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