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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 80% of your funds in Stock X and the remainder in Stock Y.  Stock X has an expected return of 6.1% and has a standard deviation of 13%.  Stock Y has an expected return of 12.7% and has a standard deviation of 21%.  The covariance between the two stocks is 0.00273.  What is the standard deviation of the returns on the portfolio?

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