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You observe the stock returns on two publicly-traded commercialbanks, Chase MadHattan (CMH) and Spitigroup (S). Their historicalreturns for the past three years are:CMH: -30%, -45%, 15%;S: -20%, -30%, 5%.Consider a portfolio that consists of 40% of CMH and 60% of S.Calculate the standard deviation of this portfolio. Answer as apercentage with two decimal places, as in 1.23%.
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