1 A portfolio is composed of two stocks A and B Stock A has

Last updated: 10/5/2023

1 A portfolio is composed of two stocks A and B Stock A has a standard deviation of return of 24 while stock B has a standard deviation of return of 18 Stock A comprises 60 of the portfolio while stock B comprises 40 of the portfolio If the variance of return on the portfolio is 0380 the correlation coefficient between the returns on A and B is