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You construct a two-stock portfolio using stock A and stock B. You invest $700 in stock A and $300 in stock B. The return standard

You construct a two-stock portfolio using stock A and stock B. You invest $700 in stock A and $300 in stock B. The return standard deviation of stock A is 15%, that of stock B is 20%, and the return correlation coefficient between stock A and stock B is 0.6. The return standard deviation of your portfolio is _____.

13.57%

14.89%

16.50%

17.50%

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