Help

Save & Exit

A portfolio is composed of two stocks, A and B$.$ Stock A has a standard deviation of return of $18\%,$ while stock $B$ has a standard deviation of return of $24\%.$ Stock A comprises $60\%$ of the portfolio, while stock B comprises $40\%$ of the portfolio. If the variance of return on the portfolio is $0\mathrm{.}033,$ the correlation coefficient between the returns on A and $B$ is

Multiple Choice

$0\mathrm{.}584$

$0\mathrm{.}351$

$0\mathrm{.}234$

$0\mathrm{.}140$

Prev.

$2$ of $20$

Next

Search