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9.Stock A has a variance of 0.04. The covariance between this stock and stock B = 0.015, the two stocks almost move together, then stock

9.Stock A has a variance of 0.04. The covariance between this stock and stock B = 0.015, the two stocks almost move together, then stock B has a risk equal to
a.
1
b.
0.375
c.
0
d.
0.75

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