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Business, 12.05.2021 01:00 hHRS8801

A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 36%, while stock B has a standard deviation of return of 16%. The correlation coefficient between the returns on A and B is 0.30. Stock A comprises 30% of the portfolio, while stock B comprises the rest of the portfolio. What is the standard deviation of the return on this portfolio?

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A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 36%, w...
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