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You are considering to use natural gas commodity to diversify your stock portfolio. You find that the long run variance of your portfolio and natural

You are considering to use natural gas commodity to diversify your stock portfolio. You find that the long run variance of your portfolio and natural gas is 12%,45%(annualized), and the long-run corresponding covariance is -18%. If todays return of your portfolio and natural gas is 0.3% and 0.7%, please find the correlation between your portfolio and natural gas by using the RiskMetrics model.

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