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58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 The standard deviation of return on investment

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58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 The standard deviation of return on investment A is 0.10, while the standard deviation of return on investment B is 0.04. If the correlation coefficient between the returns on A and B is -0.50, the covariance of returns on A and B is -0.0020 0.0020 0.0447 0.0447

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