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You have two stocks, A and B, that have expected returns of 12% and 16%, respectively, and standard deviations of returns of 40% and 30%,

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You have two stocks, A and B, that have expected returns of 12% and 16%, respectively, and standard deviations of returns of 40% and 30%, respectively. If they are uncorrelated, what is the standard deviation of a portfolio that has two-thirds weight in A and the rest in B? Answer in decimals: 0.085, not 8.5% or 8.5

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