Question: The table below provides risk and return data for three shares, plus the correlation coefficients for the return on each pairing of shares. Return Standard

The table below provides risk and return data for three shares, plus the correlation coefficients for the return on each pairing of shares.

Return Standard Deviation Correlation Coefficients Share 1 Share 2 Share 3 Share 1 12.42% 11.65% 0.43 0.51 Share 2 17.89% 16.80% 0.21 Share 3 20.36% 19.10%

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