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What would be the standard deviation of a portfolio invested 30% in A with the rest in B? The standard deviation of A is 13.56

What would be the standard deviation of a portfolio invested 30% in A with the rest in B? The standard deviation of A is 13.56 while the standard deviation of B is 8.49. The correlation between A and B is .87.

A. 9.3 B. 9.5 C. 9.7 D. 9.9 E. 10.2

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