The correlation coefficient between the share returns is 01


Aquaman Stock has exhibited a standard deviation in share returns of 0.7, whereas Green Lantern Stock has exhibited a standard deviation of 0.8. The correlation coefficient between the share returns is 0.1. What is the standard deviation of a portfolio composed of 70 per cent Aquaman and 30 per cent Green Lantern?

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Basic Computer Science: The correlation coefficient between the share returns is 01
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