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You are given data on expected returns, standard deviations, and correlation coefficient for stocks A and B. What information in the set is excess (i.e.,
You are given data on expected returns, standard deviations, and correlation coefficient for stocks A and B. What information in the set is excess (i.e., not necessary) to calculate the variance of a portfolio allocated across A and B?
| a. | expected returns | |
| b. | standard deviations | |
| c. | correlation coefficient | |
| d. | none of the above (all are necessary) |
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