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There are two stocks, A and B, and a risk-free rate of 5%. Stock A has an expected return of 12% and a standard deviation

There are two stocks, A and B, and a risk-free rate of 5%. Stock A has an expected return of 12% and a standard deviation of 20%. Stock B has an expected return of 8% and a standard deviation of 16%. The MVE (tangency) portfolio consists of 75% A and 25% B. Its standard deviation is 12%. What is the correlation between stocks A and B?

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