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A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 21%, while stock Bhas a standard

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A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 21%, while stock Bhas a standard deviation of return of 16% Stock A comprises 70% of the portfolio, while stock B comprises 30% of the portfolio. If the variance of return on the portfolio is 0.035, the correlation coefficient between the returns on A and B is Multiple Choice 0786 0.550 0.236 0.126

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