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Finding the standard deviation of portfolio

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Stock A has an expected return of 6% and standard deviation of 12%. Stock B has an expected return of 10% and standard deviation of 15%. The correlation between the two stocks' returns is 0.75. If you wanted to form a portfolio of these two stocks and wanted that portfolio to have an expected return of 9%, what weights would you put on each stock? Show your work ("algebra"). What would be the standard deviation of this portfolio?

Reference no: EM132953545

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