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Stock a Has a Variance of

Question 48

Multiple Choice

Stock A has a variance of .1428 while Stock B's variance is .0910.The covariance of the returns for these two stocks is −.0206.What is the correlation coefficient?


A) −.1505
B) −.1146
C) −.1480
D) −.1643
E) −.1807

Correct Answer:

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