Will upvote if correct round to 4 decimal places Stock A has an expected return of 16% and a standard deviation of 28%. Stock B has an expected return of 14% and a standard deviation of 13%. The risk-free rate is 1.8% and the correlation between Stock A and Stock B is 0.4. Build the optimal risky portfolio of Stock A and Stock B. What is the standard deviation of this portfolio?

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