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You invest 60 percent of your funds in stock A and the balance in stock B. The standard deviation of returns on A is 10

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You invest 60 percent of your funds in stock A and the balance in stock B. The standard deviation of returns on A is 10 percent, and on B, it is 20 percent. Calculate the variance of portfolio returns, assuming: (a) The correlation between the returns is 1.0. (b) The correlation is 0.5. (c) The correlation is 0.0 Round your answer to four decimal points

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