Question: Show all work Question 7 (1 point) A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return
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Question 7 (1 point) A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 22%, while stock B has a standard deviation of return of 38%. Stock A comprises 55% of the portfolio, while stock B comprises 45% of the portfolio. If the variance of return on the portfolio is .0626, the correlation coefficient between the returns on A and B is 0.218 0.305 0.377 0.452
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