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A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 23%, while stock B has a

A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 23%, while stock B has a standard deviation of return of 29%. Stock A comprises 70% of the portfolio, while stock B comprises 30% of the portfolio. If the variance of return on the portfolio is 0.042, the correlation coefficient between the returns on A and B is Multiple Choice 0.304 O 0.23 0.091

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