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Here, we have studied the phase transition and magneto-electric properties of a 70 wt. % Pb(Fe0.5Nb0.5)O3–30 wt. % Co0.6Zn0.4Fe1.7Mn0.3O4 (70 wt. % PFN–30 wt. % CZFMO) multiferroic composite that exhibits a maximum magneto-electric (ME) coefficient of 26.78 mV/cm Oe at room temperature. Raman analysis confirms the formation of composite and development of strain with the shifting of Raman modes. The local symmetry breaking of end members of the composite is observed by the splitting of Raman modes. The first-order derivative of magnetization with temperature (dM/dT vs T) shows anomalies across 140 K due to the PFN phase, whereas the anomaly around 250 K is due to the spin glass transition of the CZFMO phase. The magnetization vs magnetic field (M–H) study at different temperatures reveals the existence of superparamagnetic behavior above 300 K. The temperature-dependent dielectric behavior of the composite shows an anomaly around ferroelectric phase transition (Tm) for the PFN phase along with the broad relaxation peak arising due to the CZFMO phase. The linear behavior of magnetocapacitance (MD%) with the square of magnetization (M2) suggests the existence of biquadratic ME coupling. The ME study on the composite suggests the existence of both direct and converse ME effects. [ABSTRACT FROM AUTHOR]