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A portfolio consists of two stocks, A and B, with an equal investment in each...

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Finance

A portfolio consists of two stocks, A and B, with an equal investment in each one. The standard deviations of A and B are 0.35 and 0.65, respectively and the correlation coefficient, r, between A and B is 0.42. Calculate the variance of this two-asset portfolio rounded to the hundredth place. Group of answer choices

0.32

0.18

0.28

0.42

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