What is the standard deviation of the portfolio

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You have created a portfolio. You invested 30% of your wealth in Stock A and 70% of your wealth in Stock B. Stock A has a standard deviation of 17.5%. Stock B has a standard deviation of 34.8%. The correlation coefficient of stock A with stock B is -0.45. What is the standard deviation of the portfolio. Your answer should be shown as a percentage and it should be accurate to 2 decimal places. Therefore, 0.3582938 should be shown as 35.83.

Reference no: EM132679053

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