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What is the standard deviation of stock A? (IN PERCENTAGE) What is the standard deviation of stock B? (IN PERCENTAGE) What stock is less risky?

What is the standard deviation of stock A? (IN PERCENTAGE)

What is the standard deviation of stock B? (IN PERCENTAGE)

What stock is less risky?

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You have a portfolio with a standard deviation of 21% and an expected return of 15%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 25% of your money in the new stock and 75% of your money in your existing portfolio, which one should you add? Expected Return 12% 12% Standard Deviation 21% 18% Correlation with Your Portfolio's Returns 0.4 0.5 Stock A Stock B Standard deviation of the portfolio with stock A is %. (Round to two decimal places.)

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