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Business, 16.07.2019 23:30 emileep13

Aportfolio is composed of two stocks, a and b. stock a has a standard deviation of return of 20%, while stock b has a standard deviation of return of 15%. stock a comprises 60% of the portfolio, while stock b comprises 40% of the portfolio. if the variance of return on the portfolio is .030, the correlation coefficient between the returns on a and b is

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