What is the standard deviation of portfolio invested

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Stock A has an expected return of 11% and a standard deviation of 35%. Stock B has an expected return of 20% and a standard deviation of 55%. The correlation coefficient between Stocks A and B is 0.2.

What is the standard deviation of a portfolio invested 30% in Stock A and 70% in Stock B? Round your answer to two decimal places.

Reference no: EM131320479

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