Question: 2 Let R, and Ry be random variables representing the annual returns for Stock A and Stock B. You are given the following information: 04

2 Let R, and Ry be random variables representing the annual

2 Let R, and Ry be random variables representing the annual returns for Stock A and Stock B. You are given the following information: 04 = 0.34, 0g = 0.22, E[R.?] =0.1325, E[R,?] =0.0565, E[R, Rz)=0.0648 E = Find PAB the correlation between the returns of the two stocks. 0.8093 0.6602 O 0.7099 0.6105 O 0.7596

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