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You have invested 60% of your portfolio in a stock with 20% standard deviation and the remaining in a stock with 40% standard deviation. The

You have invested 60% of your portfolio in a stock with 20% standard deviation and the remaining in a stock with 40% standard deviation. The two stocks' correlation is -0.2. What is the variance of the portfolio? Provide your answer in decimals, rounded to four digits.

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