Question: Question 11 3 pts If the correlation coefficient between stocks A and B rose to 0.9, what happened to the standard deviation of a portfolio

Question 11 3 pts If the correlation coefficient between stocks A

Question 11 3 pts If the correlation coefficient between stocks A and B rose to 0.9, what happened to the standard deviation of a portfolio of 50% A and 50% B? Stock Expected Return Standard Deviation Stock A 15% 25% Stock B 10% 20% Correlation Coefficient for A & B rose from 0.6 to 0.9 O It depends on how the overall market performs It did not change It fell It rose

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