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You have a portfolio consisting of only two assets: $100,000 worth of Stock A, which has...

You have a portfolio consisting of only two assets: $100,000 worth of Stock A, which has a standard deviation of returns of 10%, and $400,000 worth of Stock B, which has a standard deviation of returns of 20%. A and B have a correlation coefficient of 0.80. What is the standard deviation of returns of the portfolio?

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