Question: Suppose that we construct a portfolio using the following two risky assets. If the standard deviation of the portfolio is 0.157 (15.7%), what is the
Suppose that we construct a portfolio using the following two risky assets. If the standard deviation of the portfolio is 0.157 (15.7%), what is the correlation coefficient between the two assets?
| 0.102 | ||
| -0.365 | ||
| -0.583 | ||
| -0.729 |
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