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Business, 22.08.2020 17:01 Happygirl5715

A portfolios is composed of two stocks, A and B. Stock A has a standard deviation of return of 19%, while stock B has a standard deviation of return of 25%. Stock A comprises 70% of the portfolio, while stock B comprises 30% of the portfolio. If the variance of return on the portfolio is .034, the correlation coefficient between the returns on A and B is. a. 536.
b. 375.
c. 161.
d. 134.

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