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You are considering a portfolio invested 40% in stock A and 60% in stock B. Stock A has a standard deviation of 12% and Stock
You are considering a portfolio invested 40% in stock A and 60% in stock B. Stock A has a standard deviation of 12% and Stock B has a standard deviation of 16%. The correlation between the two stocks is 0.54. What is the portfolio's standard deviation?
Question 31 options:
| 0.016 |
| 0.128 |
| 0.144 |
| 0.271 |
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