Calculate the correlation coefficient between the two securities of a portfolio that has 45 percent in stock X (with an

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Calculate the correlation coefficient between the two securities of a portfolio that has 45 percent in stock X (with an

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Calculate The Correlation Coefficient Between The Two Securities Of A Portfolio That Has 45 Percent In Stock X With An 1
Calculate The Correlation Coefficient Between The Two Securities Of A Portfolio That Has 45 Percent In Stock X With An 1 (31.04 KiB) Viewed 84 times
Calculate the correlation coefficient between the two securities of a portfolio that has 45 percent in stock X (with an expected return of 36 percent and a standard deviation of 12.1 percent) and 55 percent in stock Y (with an expected return of 31 percent and a standard deviation of 15.1 percent). The portfolio standard deviation is 6 percent. The correlation coefficient between the two securities is ? (Please retain at least 4 decimal places in your calculations.) O a. -0.69 O b. 0.69 O c. 0.86 O d. -0.86 O e. Insufficient information
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