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Peter Griffin calculates that his portfolio's risk, as measured by the standard deviation, is 19.53%. His portfolio is made up of many stocks from just

Peter Griffin calculates that his portfolio's risk, as measured by the standard deviation, is 19.53%. His portfolio is made up of many stocks from just two companies, South Park Company and Quahog Company. South Park Co.'s returns have a standard deviation of 14.56% and Quahog Co.'s returns have a standard deviation of 31.64%. If the weight of Quahog Co. in his portfolio is 46.75%, what is the correlation between the returns of Quahog and South Park.

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