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Question: you construct a portfolio containing two stocks x and y...

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You construct a portfolio containing two stocks, X and Y.  You invest 50% of your funds in Stock X and the remainder in Stock Y.  Stock X has an expected return of 8.2% and has a standard deviation of 14%.  Stock Y has an expected return of 12.3% and has a standard deviation of 19%.  The correlation coefficient between the two stocks is 0.2.  What is the standard deviation of the returns on the portfolio?

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