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What is the standard deviation of a portfolio made up of 40% Stock A and 60% Stock B? Stock Expected Return Beta Standard Deviation Correlation

What is the standard deviation of a portfolio made up of 40% Stock A and 60% Stock B?

Stock

Expected Return

Beta

Standard Deviation

Correlation Coefficient A,B

A

14%

1.5

0.36

0.9

B

11%

2.0

0.23

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