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Your portfolio consists of two stocks, stock A and stock B. The correlation between the returns of the stocks is 0.-43. Stock A has an

Your portfolio consists of two stocks, stock A and stock B.

The correlation between the returns of the stocks is 0.-43.

Stock A has an expected standard deviation of 23% while for B it is 21%.

The weight of stock A in the portfolio is 37%.

What is the expected standard deviation of the portfolio in percentage points?

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