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What is the standard deviation of a portfolio made up of 50% Stock A and 50% Stock B? Stock Expected Return Beta Standard Deviation Correlation

What is the standard deviation of a portfolio made up of 50% Stock A and 50% Stock B?

Stock	Expected Return	Beta	Standard Deviation	Correlation Coefficient _A,B
A	16%	1.8	20%	0.9
B	11%	1.2	10%	0.9

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