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Suppose that we construct a portfolio using the following two risky assets. If the standard deviation of the portfolio is 0.157 (15.7%), what is the

Suppose that we construct a portfolio using the following two risky assets. If the standard deviation of the portfolio is 0.157 (15.7%), what is the correlation coefficient between the two assets?

0.102

-0.365

-0.583

-0.729

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