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You have created a portfolio. You invested 60% of your wealth in Stock A and 40% of your wealth in Stock B. Stock A has

You have created a portfolio. You invested 60% of your wealth in Stock A and 40% of your wealth in Stock B. Stock A has a standard deviation of 12.9%. Stock B has a standard deviation of 28.8%. The correlation coefficient of stock A with stock B is -0.23. What is the standard deviation of the portfolio. Your answer should be shown as a percentage and it should be accurate to 2 decimal places. Therefore, 0.3582938 should be shown as 35.83.

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