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Create a two-way data table that determines the standard deviations for portfolios consisting of combinations of Stock A and Stock B by varying the correlation

Create a two-way data table that determines the standard deviations for portfolios consisting of combinations of Stock A and Stock B by varying the correlation coefficient value between Stock A and Stock B through the full range of possible correlation coefficient values. Use increments of 0.25 for the possible correlation coefficient values.

Data for Two Stocks
AB
Expected return15.00%20.00%
Variance of return0.360.81
Standard deviation of return60.00%90.00%
Correlation0.25
Proportion of Stock A0.600.4

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A B Return 15 20 Variance 036 081 Standard Deviation 060 090 Proportion 060 040 Correlation 025 050 ... blur-text-image

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