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Click Submit to complete this assessment. Question 20 An analyst develops the following covariance matrix of returns: Hedge Fund Market Index Hedge Fund 256

Click Submit to complete this assessment. Question 20 An analyst develops the following covariance matrix of returns: Hedge Fund Market Index Hedge Fund 256 110 Market Index 81 110 The correlation of returns between the hedge fund and the market index is closest to 0.005 0.073 0.764 1.23

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