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What is the standard deviation of a portfolio with 30% in stock A and 70% in stock B? Given that their correlation is0.6, standard deviation

What is the standard deviation of a portfolio with 30% in stock A and 70% in stock B? Given that their correlation is0.6, standard deviation for stock A is 9%, and for B is 16%.

Question 2 options:

9.82%

8.17%

15.21%

12.33%

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