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A portfolio contains two stocks:X and YT. Stock X has a standard deviation of 24.00%: based on returns. Stock YT has a standard deviation of
A portfolio contains two stocks:X and YT. Stock X has a standard deviation of 24.00%: based on returns. Stock YT has a standard deviation of return of 18.00%: based on returns. Stock X is 60% of the portfolio, and stock YT carries the rest. If the return variance of the portfolio is .041, then the correlation coefficient between the returns on X and YT is
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