What return correlation between a and b would the standard

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Problem 1: Stock X has 22?% standard deviation of return. Stock Y has 22?% standard deviation of return. The correlation between the returns of the two stocks is 68?%. ? Buck's portfolio consists of equal investments in X and Y. ? Buck's friend Slim holds a portfolio equally composed of stocks A and? B, which each have 44?% standard deviation of return. For what return correlation between A and B would the standard deviation of? Slim's portfolio return match that of? Buck's?

Reference no: EM132949288

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