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You invest 31% of your money in Stock A and the rest in Stock B. The standard deviation of annual returns is 35% for Stock

You invest 31% of your money in Stock A and the rest in Stock B. The standard deviation of annual returns is 35% for Stock A and 39% for Stock B. The covariance between the two stocks is 0.03. What is the standard deviation of annual returns for the combination of the two stocks?

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