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# Suppose you own a two-security portfolio. You have 35.0% of your money invested in Security X and ...

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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
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## Corporate Finance

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