Calculate the standard deviation of portfolio the details

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Calculate the standard deviation of portfolio the details furnished below

What is the standard deviation of a portfolio that is invested 40% in stock A and 60% in stock B, given the following information?

 Economic State

 Probability of State

 Return on Stock A

 Return on Stock B

 Normal

70%

9%

12%

 Boom

30%

14%

18%

Reference no: EM1315539

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