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need some help A portfolio is composed of two stocks. A and B. Stock A has a standard deviation of return of 23%, while stock
need some help
A portfolio is composed of two stocks. A and B. Stock A has a standard deviation of return of 23%, while stock B has a standard deviation of return of 17%. Stock A comprises 70% of the portiolio, while stock B comprises 30% of the portfolio. If the variance of return on the portiolio is 0.040 , the correlation coefficient between the returns on A and B is Multiple Choice 0.699 0.489 0.210 0119 Step by Step Solution
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