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There is a portfolio of two securities, 1 and 2 in proportions X1=0.4 and X2=0.6. The variance of this portfolio is 2 P=0. You are

There is a portfolio of two securities, 1 and 2 in proportions X1=0.4 and X2=0.6. The variance of this portfolio is 2 P=0. You are told that 2 1=54 and 2 2=24. Calculate the correlation coefficient 12. Use two digits after the point as an approximation.

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