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Breezewinds stock has exhibited a standard deviation in returns of 0.5, whereas Selectron stock has exhibited a standard deviation of 0.9. The correlation coefficient between the stock returns is 0.2. What is the standard deviation of a portfolio composed of 65% Breezewinds and 35% Selectron?

a. 0.49578

b. 0.32122

c. 0.50578

d. 0.56676

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