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A portfolio contains two stocks, B and C. Stock B has a standard deviation of return of 21%, while stock C has a standard deviation

A portfolio contains two stocks, B and C. Stock B has a standard deviation of return of 21%, while stock C has a standard deviation of return of 16%. Stock B comprises 70% of the portfolio, while stock C comprises 30% of the portfolio. If the variance of return on the portfolio is .035, the correlation coefficient between the returns on B and C is ____

A .550

B .786

C .236

D .786

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