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5. A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 25%, while Stock B has

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5. A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 25%, while Stock B has a standard deviation of return of 19%. Stock A comprises 70% of the portfolio, while stock B comprises 30% of the portfolio. If the variance of return on the portfolio is .045, the correlation coefficient between the returns on A and B is .558 .390 O 167 O 106

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