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What is the standard deviation of a portfolio which is comprised of $9,000 invested in stock S and $6,000 in stock T? The standard deviation

What is the standard deviation of a portfolio which is comprised of $9,000 invested in stock S and $6,000 in stock T? The standard deviation of returns of Stock S is 10% and that of Stock T is 8%. The correlation coefficient of returns of the two stocks is 0.20.

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State of Economy Boom Normal Recession Probability of State of Economy 5 Returns if State Occurs Stock S Stock T 11 5 8 6 -5 8 85% 10

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