In a two-security portfolio 25% of your money is invested in Security X and the remainder in ...

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In a two-security portfolio 25% of your money is invested in Security X and the remainder in ...

In a two-security portfolio 25% of your money is invested in Security X and the remainder in Security Y. If the standard deviations of Securities X and Y are 22 % and 7 %, respectively, and the portfolio variance is 0.01155625, what is the correlation between the two securities?

▸ -1.0

▸ 1.0

▸ -0.003275

▸ 0.03275

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Corporate Finance

Edition: 5^th

Author: Booth

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