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A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 22%while stock B has a standard
A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 22%while stock B has a standard deviation return of 16%. Stock A compromises 60% of the portfolio while stock B compromises 40% of the portfolio. if the variance of return on the portfolio is 0.033, the correlation coefficient between the return on A and B is?
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Investments An Introduction
Authors: Herbert B. Mayo
13th Edition
0357127951, 978-0357127957
