Question: You are given the following data: Stock A Expected return 25.00% Standard deviation 73.00% Stock B Expected return 13.00% Standard deviation 8.00% The correlation of

You are given the following data:

Stock A
Expected return 25.00%
Standard deviation 73.00%
Stock B
Expected return 13.00%
Standard deviation 8.00%

The correlation of Stock A and Stock B is -0.2. What is the variance of risky portfolio P with 13% in Stock A and the rest in Stock B?

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