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19. The standard deviation of return on investment A is 0.2, while the standard deviation of return on investment B is 0.06. If the correlation

19. The standard deviation of return on investment A is 0.2, while the standard deviation of return on investment B is 0.06. If the correlation coefficient between the returns on A and B is 0.5, the covariance of returns on A and B is _________.

		-0.006
		0.024
		0.006
		-0.024

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