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A portfolio consists of two stocks (stock GGG and stock HHH) with the following characteristics. Stock GGG has share price of $40, # of shares in portfolio of 1200, a required return of 7% and a standard deviation of returns of 15%. For Stock HHH, the Share price is $120, the # of shares in portfolio is 600, the required return is 11%, and the Standard deviation of returnsis 25%. The Correlation (GGG, HHH) is -0.6. The standard deviation /total risk of the portfolio is closest to: 1. 12.4% 2. 16.2% 3. 14.4% 4. 21.0% 5. 19.2%

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