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

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

Stock

Expected Return

Beta

Standard Deviation

Correlation Coefficient A,B

A

18%

2.2

0.10

0.9

B

14%

1.6

0.10

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