What is the correlation between the two securities

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Reference no: EM131115735

Suppose you own a two-security portfolio. You have 54% of your money invested in Security X and the remainder in Security Y.

The standard deviations of Securities X and Y are 30 percent and 25 percent.

What is the correlation between the two securities if the portfolio standard deviation is 0.1414?

Reference no: EM131115735

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