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What is the standard deviation of a portfolio of two shares given the following data? Share A has a standard deviation of 18%. Share B

What is the standard deviation of a portfolio of two shares given the following data? Share A has a standard deviation of 18%. Share B has a standard deviation of 14%. The portfolio contains 40% of Share A and the correlation coefficient between the two shares is 0.43.

Select one:

a.9.7%

b.13.21%

c.10%

d.18%

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