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has a standard deviation of return of 18%. Stock A comprises 60 % of the portfolio, A portfolio is composed of two stocks, A and

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has a standard deviation of return of 18%. Stock A comprises 60 % of the portfolio, A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 24%, while stock while stock comprises 40 % of the portfolio. If the variance of return on the portfolio is .0380, the correlation coefficient between the returns on A and B is O 225 583 C 327 O 128

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