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You are given the following return probability distribution for Stock X and Y: Bear market Bull market Probability Stock X Stock Y 0.3 Normal market

You are given the following return probability distribution for Stock X and Y: Bear market Bull market Probability Stock X Stock Y 0.3 Normal market 0.5 10% 20% 0.2 5% -5% 20% 10% What is the return correlation between Stock X and Y? O 0.6225 0.5447 O 0.2071 O 0.4193

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