If the variance of return on the portfolio is 050 the


A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 28%, while stock B has a standard deviation of return of 22%. Stock A comprises 60% of the portfolio, while stock B comprises 40% of the portfolio. If the variance of return on the portfolio is .050, the correlation coefficient between the returns on A and B is _________.

.104

.190

.475

.285

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Financial Management: If the variance of return on the portfolio is 050 the
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