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13. Here are the expected returns on two stocks:ReturnsProbability/X/Y0.1/−20%/10%0.8/20/150.1/40/20If you form a 50−50 portfolio of the two stocks, what is the portfolio's standard deviation?a. 8.1%b. 10.5%c. 13.4%d. 16.5%e. 20.0%
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