Question: Question 9 2 points Save Answer A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of

Question 9 2 points Save Answer A portfolio is composed of

Question 9 2 points Save Answer A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 30%, while stock B has a standard deviation of return of 21%. Stock A comprises 60% of the portfolio, while stock B comprises 40% of the portfolio. If the variance of return on the portfolio is 0.055, the correlation coefficient between the returns on A and B is 0.514 0.206 0.308 0.108

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