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10 A portfolio is composed of two stocks, A and B Stock A has a standard deviation of return of 17%, while stock Bhas a

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10 A portfolio is composed of two stocks, A and B Stock A has a standard deviation of return of 17%, while stock Bhas a standard deviation of return of 23%. Stock A comprises 70% of the portfolio, while stock comprises 30% of the portfolio If the variance of retum on the portfolio is 0.032, the correlation coefficient between the returns on A and B is 01. Multiple Choice 0.796 022 ( > 057

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