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You are combining two imperfectly correlated risky securities (assets). Calculate the correlation coefficient between the two securities of a portfolio that combines 48% in stock X (with a standard deviation of 8.2% and an expected return of 12.1%) and 52% in stock Y (with a standard deviation of 14.3% and an expected return of 15.1%). The portfolio standard deviation is 8%. x. The correlation coefficient between the two stock X and stock Y is Note: Please retain at least 4 decimal places in your calculations and at least 2 decimal places in your final