Calculate the standard deviation of the portfolio

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Question - Emma Driscoll has 60% invested in Stock A with the rest invested in Stock B. The variance of Stock A is 0.0009 and the standard deviation of Stock B is 12%. The correlation between Stock A and Stock B is 0.87. Calculate the standard deviation of the portfolio. Please answer as a decimal to 4 decimal places.

Reference no: EM132560108

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