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You have invested 70% of your portfolio in a stock with 45% standard deviation and the remaining in a stock with 20% standard deviation. The

You have invested 70% of your portfolio in a stock with 45% standard deviation and the remaining in a stock with 20% standard deviation. The two stocks' correlation is 0.4. What is the standard deviation of the portfolio?

Provide your answer in percent, rounded to two decimals omitting the % sign.

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