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12 January, 14:23

A portfolio is comprised of equal weights of two stocks labeled Stock X and Stock Y. The covariance between Stock X and Stock Y is 0.10. The standard deviation of Stock X is 0.50, and the standard deviation of Stock Y is 0.50. Which of the following comes closest to the correlation coefficient between Stock X and Stock Y? a. 0.18b. 0.60c. 0.55d. 1.00e. 0.42

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  1. 12 January, 15:54
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    Bruh

    Explanation:

    Sorry but 27893
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