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You have a portfolio which is comprised of 72 percent of stock A and 28 percent of stock B. What is the standard deviation of

You have a portfolio which is comprised of 72 percent of stock A and 28 percent of stock B. What is the standard deviation of this portfolio? Provide your final answer as a %.

State of the Economy

Probability

A

B

Boom

0.60

12

%

22

%

Normal

0.40

-12

%

-44

%

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