Question: ch 5 Given the following: . . . Expected return on Stock A 12 (12%) Standard deviation of return .1 Expected return on Stock B

ch 5 Given the following: . . . Expected return on Stock A 12 (12%) Standard deviation of return .1 Expected return on Stock B 20 (20%) Standard deviation of return 6 Correlation coefficient of the returns on Stock A and Stock B 2 . . What is the standard deviation of the portfolio if 50% were invested in A and 50% were invested in B? Type just the number rounded to three decimal places

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