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Given the following information for stock A and stock B: Stock B 0.11 0.06 Stock A 0.9 0.05 Expected rate of return Risk (Standard deviation)

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Given the following information for stock A and stock B: Stock B 0.11 0.06 Stock A 0.9 0.05 Expected rate of return Risk (Standard deviation) If the correlation coefficient between the two stock's retumis -0.4. Calculate the standard deviation of a portfolio consists of the two stocks if 7 5% invested in stock A, and 25% in stock B 1123 Aral

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