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Consider the portfolio in problem 27, suppose the correlation between Intel's and Oracle's stock increase, but nothing else changes. Would the portfolio be more or

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Consider the portfolio in problem 27, suppose the correlation between Intel's and Oracle's stock increase, but nothing else changes. Would the portfolio be more or less risky with this change? EXPECTED RETURN STANDARD DEVIATION \begin{tabular}{l|ll} \hline ORACLE & 12.00% & 45.00% \\ INTEL & 14.50% & 40.00% \end{tabular}

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