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The correlation coefficlents between several palrs of stocks are as follows: Corr(A,B)=0.85;Corr(A,C)=0.60;Corr(A,D)=0.45. Each stock has an expected return of 8% and a standard deviation of
The correlation coefficlents between several palrs of stocks are as follows: Corr(A,B)=0.85;Corr(A,C)=0.60;Corr(A,D)=0.45. Each stock has an expected return of 8% and a standard deviation of 20%. If your entire portfolio is now composed of stock A and you can add some of only one stock to your portfolio, would you choose: B C D Need more data
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