You are assembling a stock portfolio comprised of stock A and stock b. you have available the stand deviation of stock A which is 8.50%, and the returns for stock b: 5%, 8%, 3%, 1% and -2%.

A. from the information provided, calculate the standard deviation of stock b.

B. If the correlation of coefficient between stock A and b is zero, calculate the volatility (standard deviation) of two stock portfolio where you invested 60% of your money in stock A and 40% in stock B

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