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You are going to form a portfolio with stocks A & B with the following information: Stock Expected Return Standard Deviation w i A 10%

You are going to form a portfolio with stocks A & B with the following information:

Stock

Expected Return

Standard Deviation

wi

A

10%

30%

0.2

B

20%

40%

0.8

What is the portfolios standard deviation if AB = 0 ?

Group of answer choices

50%

45.8%

32.6%

30%

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