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You invest 36% of your money in Stock A, 17% of your money in Stock B, and the rest in Stock C. The standard deviation

You invest 36% of your money in Stock A, 17% of your money in Stock B, and the rest in Stock C. The standard deviation of annual returns is 59% for Stock A, 55% for Stock B, and 49% for Stock C. If diversification does NOT help you, what is the standard deviation of annual returns for the portfolio?

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