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Given the following information, calculate the correlation between Stocks A and B. Weight on A = 80% Weight on B = 20% Variance on A

Given the following information, calculate the correlation between Stocks A and B.

Weight on A = 80%

Weight on B = 20%

Variance on A = 0.0756

Variance on B = 0.0021

Portfolio variance = 0.0525

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