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What is the standard deviation of a portfolio of two stocks given the following data: Stock A has a standard deviation of 30%. Stock B

What is the standard deviation of a portfolio of two stocks given the following data: Stock A has a standard deviation of 30%. Stock B has a standard deviation of 18%. The portfolio contains 30% of stock A, and the correlation coefficient between the two stocks is -1.
  • A. 0
  • B. 16.4
  • C. 13.0
  • D. 3.6

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