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nancy2457 nancy2457
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4 months ago
Suppose you own a two-security portfolio. You have 35.0% of your money invested in Security X and the remainder in Security Y. The standard deviations of Securities X and Y are 10.0% and 15.0%, respectively. What is the correlation between the two securities if the portfolio variance is 0.013225?

▸ 0.3654

▸ 0.9148

▸ 0.0137

▸ 0.0055
Textbook 
Corporate Finance

Corporate Finance


Edition: 5th
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dmp7474dmp7474
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4 months ago
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nancy2457 Author
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4 months ago
Thanks for your help!!
DAGINC
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Yesterday
You make an excellent tutor!
aznzergs
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2 hours ago
I appreciate what you did here, answered it right Smiling Face with Open Mouth
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