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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 25%. Stock B

What is the standard deviation of a portfolio of two stocks given the following data: Stock A has a standard deviation of 25%. Stock B has a standard deviation of 16%. The portfolio contains 40% of stock A, and the correlation coefficient between the two stocks is 0.7.

14.56%

15.6%

12.2%

18.07%

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