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Use the following information: Stock A B Good state 10% 14% Bad state 2% -2% Assume there is 60% probability that the good state

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Use the following information: Stock A B Good state 10% 14% Bad state 2% -2% Assume there is 60% probability that the good state occurs and 40% chance the bad state occurs. What is the standard deviation of stock A? (Please use 5 decimal places, this should be written in percentage, so an answer of 23.143% should be written as 23143)

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