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The covariance matrix of three assets is given below: | Covariance | A B C A | 24% 18% 15% B | 18% 30% 20%

The covariance matrix of three assets is given below: | Covariance | A B C A | 24% 18% 15% B | 18% 30% 20% C | 15% 20% 44%

Compute the correlation matrix.

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