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The expected return of a kind of stock is 12% with standard deviation 10%. The expected...

The expected return of a kind of stock is 12% with standard deviation 10%. The expected return of a kind of bond is 4% with standard deviation 2%. The covariance of the return of the stock and of the bond is -0.0016. What is the standard deviation of a portfolio of 20% invested in the stock and 80% invested in the bond.

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