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22. A portfolio is composed of two stocks, A and B. Stock A has a...

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22. A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 5% while stock B has a standard deviation of return of 15%. The correlation coefficient between the returns on A and B is.5. Stock A comprises 40% of the portfolio while stock B comprises 60% of the portfolio. The variance of return on the portfolio is A. .0035 B. .0103 C. .0085 D. .0094

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