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Question 19 (1 point) You portfolio consists of equal investments in two stocks. Stock A's returns have a standard deviation of 20% while stock B's
Question 19 (1 point) You portfolio consists of equal investments in two stocks. Stock A's returns have a standard deviation of 20% while stock B's standard deviation is 16%. If the correlation coefficient of returns of stock A and B is -1 (negative 1), what is your portfolio's standard deviation? 36% 4% 18% 2% 0%
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