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Your portfolio consists of two stocks. You have $2500 in stock A and $7500 in stock B. The returns for stock A have a standard

Your portfolio consists of two stocks. You have $2500 in stock A and $7500 in stock B. The returns for stock A have a standard deviation of 20% and the returns for stock B have a standard deviation of 10%. The correlation coefficient between A and B is 0.6. What is your portfolio standard deviation? Select one: a. 10.5% b. 10.2% c. 11.2% d. 9.8% e. 6.8%

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