What is your portfolio standard deviation

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Stock A has a standard deviation of 15 percent per year and stock B has a standard deviation of 21 percent per year. The correlation between stock A and stock B is .30. You have a portfolio of these two stocks wherein stock B has a portfolio weight of 60 percent. What is your portfolio standard deviation? A. 14.87 percent B. 15.50 percent C. 16.91 percent D. 17.45 percent E. 18.03 percent Please show all calculations.

Reference no: EM131562988

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