Question: True or False? -- Stock A has an expected return of 6.50% and a standard deviation of 5.50%. Stock B has an expected return of

True or False? -- Stock A has an expected return of 6.50% and a standard deviation of 5.50%. Stock B has an expected return of 12.00% and a standard deviation of 9.00%. If the portfolio that consists of 40% stock A and 60% stock B has a standard deviation of 6.65%, the correlation coefficient of stocks A and B must be -0.43

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