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What is the standard deviation (in dollars) of a portfolio worth $10,000, of which $4,000...

What is the standard deviation (in dollars) of a portfolio worth $10,000, of which $4,000 is invested in Stock A, with an expected return of 10% and standard deviation of 20%; and the rest in Stock B, with an expected return of 12% and a standard deviation of 25%. The correlation between the two stocks is 0.6.

A.

$2,081

B.

$1,201

C.

$1,204

D.

$4,330,000

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