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What is the variance of a portfolio of two stocks given the following data: Stock A has a standard deviation of 33%. Stock B has

What is the variance of a portfolio of two stocks given the following data: Stock A has a standard deviation of 33%. Stock B has a standard deviation of 22%. The portfolio contains 40% of stock A, and the correlation coefficient between the two stocks is -.33.

A. 611.0
B. 233.5
C. 18.7
D. 24.7

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