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Suppose you formed a portfolio of Leonard and Sloan stocks, not necessarily equally weighted, with no short selling (both weights are positive). Which of the
Suppose you formed a portfolio of Leonard and Sloan stocks, not necessarily equally weighted, with no short selling (both weights are positive). Which of the following is a possible value for standard deviation of the portfolio? Explain how you know, and the sign(+/-) that the correlation coefficient would have to take to make this result possible (if it's possible). a. 0.4233 b. 0.32165 c. 0.0
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