QUESTION 1 You create a portfolio by investing 60% of your fund in GER and...

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QUESTION 1 You create a portfolio by investing 60% of your fund in GER and the rest in FRC. Stock GER has a standard deviation of 24% while stock FRC has a standard deviation of 18%. If your portfolio's variance is 0.038, what is the correlation between GER and FRC? O A. 0.224 OB. 0.583 OC. 0.129 D. 0.328

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