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You form a portfolio with 70% in stock A, 30% in stock B. The standard deviations of stock A and B are 20% and 15%,

You form a portfolio with 70% in stock A, 30% in stock B. The standard deviations of stock A and B are 20% and 15%, respectively. What is the portfolio's standard deviation if the correlation between A and B is -0.5 ? 12.38% 13.59% 1.85% 1.53%

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