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Correlation coefficient between the returns

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An investor decides to invest 50% of her portfolio in a Bond Fund (B) and the remaining 50% in a Stock Fund (S). The Bond Fund (B) has a standard deviation of 8%, and the Stock Fund (S) has a standard deviation of 19%. If the portfolio's standard deviation is 10%, what is the correlation coefficient between the returns of the Bond Fund (B) and the Stock Fund (S)?

Reference no: EM132199898

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