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A portfolio consists of two stocks (A and B) and has a volatility of 2.5%. Asset A has an expected return of 17%, a volatility

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A portfolio consists of two stocks (A and B) and has a volatility of 2.5%. Asset A has an expected return of 17%, a volatility of 20%, and accounts for % of your portfolio. Asset B has an expected return of 22% and a volatility of 25%. What is the correlation of the two stock's returns? 0.75 0.99 0.29 0.36

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