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2. You are given the following information: The covariance between these returns is 16%2. (a) What is the correlation between A and B? (b) Find
2. You are given the following information: The covariance between these returns is 16%2. (a) What is the correlation between A and B? (b) Find the expected return and standard deviation of the following portfolios: i. 50% in A,50% in B ii. 10% in A,90% in B
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