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Your portfolio consists of 20% stock X and 80% stock Y. The standard deviations of the returns on X and Y are 10% and 30% respectively. What is the standard deviation of your portfolio if correlation coefficient between X and Y is .5? What is the standard deviation of your portfolio if correlation coefficient between X and Y is -1?

Your portfolio consists of 20% stock X and 80% stock Y. The standard deviations of the returns on X and Y are 10% and 30% respectively. What is the standard dev ation of tour portfolio if correlation coefficient between X and Y is .5? What is the standard deviation of your portfolio if correlation coefficient betveen X and Y is-1? Select one ○ a. 15.2%: 22.0% O b, 26.0%: 26.0% O c. 25.1%, 22.0% d. 15.2%; 18.0% e. 25.1%; 26.9%

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