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A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 9%, while stock B has a
A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 9%, while stock B has a standard deviation of return of 10%. Stock A comprises 75% of the portfolio, while stock B comprises 25% of the portfolio. If the variance of return on the portfolio is 0.005, the correlation coefficient between the returns on A and B is _________. Note: Express your answers in strictly numerical terms.For example, if the answer is 5%, write 0.05
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