Question
If the covariance between stock A and stock B is 210, the standard deviation of stock A is 20 percent and that of stock B
If the covariance between stock A and stock B is 210, the standard deviation of stock A is 20 percent and that of stock B is 30 percent, calculate the correlation coefficient between the two securities.
| - 0.30 | ||
| - 0.35 | ||
| + 0.30 | ||
| + 0.35 | ||
| + 1.0 |
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Gapenskis Fundamentals Of Healthcare Finance
Authors: Paula H. Song, Kristin L. Reiter
3rd Edition
1567939759, 978-1567939750
