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27 January, 10:40

A portfolio is composed of two stocks, Z and Y. Stock Z has a standard deviation of return of 22%, while stock Y has a standard deviation of return of 16%. Stock Z comprises 60% of the portfolio, while stock Y comprises 40% of the portfolio. If the variance of return on the portfolio is 0.033, the correlation coefficient between the returns on A and B is

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  1. 27 January, 14:37
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