Question: For stock B , b = 1 . 9 8 . What is the correlation between the market portfolio and stock B if the standard

For stock B, b=1.98. What is the correlation between the market portfolio and stock B if the standard deviation of stock B is 0.52 and the standard deviation of the market portfolio is 0.20?
Question 12 options:
76.15%
89.67%
32.00%
22.82%

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