Question: can you please explain how to do it it is corporate finance Stock A has a risk premium of 11.1%, a correlation of 0.64 with
Stock A has a risk premium of 11.1%, a correlation of 0.64 with the market, and a beta of 0.77. Stock B has a risk premium of 18.9% and a correlation of 0.53 with the market. The returns of Stock A and Stock B are uncorrelated. The volatility of the market portfolio is 17%. A portfolio is created by investing equally in Stock A and Stock B. Find the volatility of this portfolio 23.38% 21.28% O 22.33% O 20.23% 24.43%
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