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We have a portfolio of 2 stocks, Apple and Coca-Cola. Apple stocks have an expected return of 25% and a standard deviation of 18%. Coca-cola
We have a portfolio of 2 stocks, Apple and Coca-Cola.
Apple stocks have an expected return of 25% and a standard deviation of 18%.
Coca-cola stocks have an expected return of 60% and a standard deviation of 13%.
69% of our portfolio is invested in Apple stocks. The correlation coefficient is 0.8.
What is the portfolio standard deviation in percentage?
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