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12) The standard deviation of return on investment A is 14%, while the standard deviation of return on investment B is 9%. If the correlation

12) The standard deviation of return on investment A is 14%, while the standard deviation of return on investment B is 9%. If the correlation coefficient between the returns on A and B is -0.159, the covariance of returns on A and B is A) -0.1022 B) 0.1022 C) 0.0020 D) -0.0020

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