Question: Calculating A Two Security Portfolio Standard Deviation An investor puts 65% of their money in Stock 1 and the rest in Stock 2. Stock 1

Calculating A Two Security Portfolio Standard Deviation An investor puts 65%

Calculating A Two Security Portfolio Standard Deviation An investor puts 65% of their money in Stock 1 and the rest in Stock 2. Stock 1 has a standard deviation of 45% and Stock 2 has a standard deviation of 41%. The covariance between the two stocks is 0.097895. What is the portfolio's standard deviation? Multiple Choice 38.82% 37.35% 43.04% 38.27%

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