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14. Let PAB and AB denote the correlation and covariance between stock A and stock B, re- spectively. Stock A and Stock B have standard
14. Let PAB and AB denote the correlation and covariance between stock A and stock B, re- spectively. Stock A and Stock B have standard deviations of A and B, respectively. Which one of the following equations is incorrect? (a) OAB = (b) PAB (c) JAB PAB OB (d) = PAB JA o (e) None of them are incorrect. (All of them are correct.) = - PAB XOAXOB. AB TAXOB TAXOB. X
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