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?

	Bond	Stock
Weights	30%	70%
Expected return ()	10%	15%
Standard deviation ()	16%	24%
Risk-free rate (R_F)		4%

		0.102
		-0.365
		-0.583
		-0.729

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