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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

12%

1.3

0.26

0.7

B

13%

1.4

0.25

  • 8.96%
  • 25.50%
  • 6.06%
  • 36.04%
  • 23.51%

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