The variance of Share A is .004, the variance of the market is .007 and the covariance between the two is .0026.What is the correlation coefficient?
A) .9285
B) .8542
C) .5010
D) .4914
E) .3510
Correct Answer:
Verified
Q101: We routinely assume that investors are risk-averse
Q108: The diagram below represents an opportunity set
Q109: A portfolio is made up of 75%
Q111: GenLabs has been a hot share the
Q114: Which one of the following shares
Q116: A portfolio contains two assets.The first asset
Q117: In previous chapters, it was stated that
Q118: Share A has an expected return of
Q123: Explain in words what beta is and
Q408: Why are some risks diversifiable and some
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents