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What is the standard deviation of the returns on a portfolio that is invested 60 percent in stock S and 40 percent in stock T?

What is the standard deviation of the returns on a portfolio that is invested 60 percent in stock S and 40 percent in stock T?

a. 0.41%

b. 0.48%

c. 1.09%

d. 1.17%

e. 1.27%

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