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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 20%. Stock B

What is the standard deviation of a portfolio of two stocks given the following data: Stock A has a standard deviation of 20%. Stock B has a standard deviation of 16%. The portfolio contains 10% of stock A, and the correlation coefficient between the two stocks is -0.5.

9.25%

13.51%

11.35%

14.56%

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