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stock a has a beta of 1.6 and a standard deviation of 25%. stock b has...

stock a has a beta of 1.6 and a standard deviation of 25%. stock b has a beta of 1.4 and a standard deviation of 20%. portfolio ab was created by investing in a combination of stocks a and b. portfolio ab has a beta of 1.25 and a standard deviation of 18%. which of the following statements is correct?

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