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We have a portfolio composed of GE and Facebook. GE has a standard deviation of return of 15% and Facebook that has a standard deviation
We have a portfolio composed of GE and Facebook. GE has a standard deviation of return of 15% and Facebook that has a standard deviation of return of 27%. The correlation coefficient between the two stocks is 0.55. If you invest 45% in GE and the rest in Facebook. Please calculate the standard deviation of the portfolio.
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