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A portfolio is composed of two stocks, Stock A and B . The standard deviation of return for Stock A is 5 0 % and

A portfolio is composed of two stocks, Stock A and B

.

The standard deviation of return for Stock

A

50 %

and for Stock B it is

40 % .

If the covariance between the returns for Stock A and Stock B is

- 0.04,

compute the correlation coefficient between the returns for Stock A and Stock B

.

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