Stock A has an expected return of 10.00% and standard deviation of 9.00%; Stock B...

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Accounting

Stock A has an expected return of 10.00% and standard deviation of 9.00%; Stock B
has an expected return of 12.00% and standard deviation of 5.00%; and the
correlation coefficient between stocks A & B is 1.00%. What is the standard
deviation of the portfolio made up of 50.00% stock A and 50.00% stock B?
0.27%
1.56%
4.69%
5.17%
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