Portfolio Management Q53

0. An analyst studies an investment portfolio with stocks of Company ABC and Company JKL. He wishes to compute the correlation of returns between the stocks. However, the only bits of information available include the following data.
Stock Standard Deviation Portfolio Weights
ABC 36% 40%
JKL 27% 60%

The standard deviation of the returns for the portfolio is 30%. Thecorrelation coefficient for the returns is closest to:<

Answer
Comment
Array

Option : A
Explanation :

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