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TWO STOCKS Varying the correlation coefficient Stock A Stock B Mean 3.00% 8.00% Sigma 15.00% 22.00% Correlation 0.3000
TWO STOCKS Varying the correlation coefficient | |||||
Stock A | Stock B | ||||
Mean | 3.00% | 8.00% | |||
Sigma | 15.00% | 22.00% | |||
Correlation | 0.3000 |
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