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You have 35% of your money in a stock with standard deviation of returns of 22.70% with the balance in a stock with standard deviation

You have 35% of your money in a stock with standard deviation of returns of 22.70% with the balance in a stock with standard deviation of returns of35.87%. The coefficient of correlation between the returns is .8. What is portfolio standard deviation?

a. 9.03%

b. 30.05%

c. 55.53%

d. 19.27%

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