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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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