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is 0.14 You are looking at a portfolio with two risky assets A and B. The s.d. of A where the sd. of B is

is 0.14 You are looking at a portfolio with two risky assets A and B. The s.d. of A where the sd. of B is 0.33. The weight of A is 44%. If the variance of this portfolio is 0.058, then what is the correlation? 0.724 0.647 0.328 0.881 (ii) 0.251

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