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You are given that McDonald's stock returns have a volatility of 20%, a correlation of 0.42 with Coca-Cola stock returns, and a covariance of 0.0157

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You are given that McDonald's stock returns have a volatility of 20%, a correlation of 0.42 with Coca-Cola stock returns, and a covariance of 0.0157 with Coca-Cola stock returns. Calculate the volatility of Coca-Cola stock returns. 17.4% 17.4% 16.1% 19.6% 18.7% 20.9%

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