Let's say stock A and stock B have the same expected return. The correlation coefficient between stock A and market port

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answerhappygod
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Let's say stock A and stock B have the same expected return. The correlation coefficient between stock A and market port

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Let's say stock A and stock B have the same expected
return.
The correlation coefficient between stock A and market portfolio is
twice that of stock B and market portfolio.
If CAPM is established and the standard deviation of stock A is
10%,
What is the standard deviation of stock B?
Write down to the natural number in % units.
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