Question: Stock A Stock B E ( r ) 15% 10% 20% 30% If AB = -1, what would be standard deviation on a portfolio with

Stock A

Stock B

E(r)

15%

10%

20%

30%

If AB = -1, what would be standard deviation on a portfolio with 80% in stock A and 20% in stock B?

A. 8%

B.10%

C. 12%

D.14%

E. 15%

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