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A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 19%, while stock B has a

A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 19%, while stock B has a standard deviation of return of 23%. Stock A comprises 55% of the portfolio, while stock B comprises 45% of the portfolio. If the variance of return on the portfolio is .038, the correlation coefficient between the returns on A and B is ________.

.589

.740

.757

.715

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