Multiple Choice
The standard deviation of return on investment A is 10%, while the standard deviation of return on investment B is 4%. If the correlation coefficient between the returns on A and B is -.50, the covariance of returns on A and B is ________.
A) -.0447
B) -.0020
C) .0020
D) .0447
Correct Answer:
Verified
Correct Answer:
Verified
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