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The covariance between the returns on two stock is 1 . The standard deviations of stocks A and B are 0.8 and 0.5 , respectively.

The covariance between the returns on two stock is 1 . The standard deviations of stocks A and B are 0.8 and 0.5 , respectively. Calculate and interpret the correlations between the two assets a. 0.25 b. 0.2 c. 2.5 d. 2

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