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PLEASE PROVIDE CALCULATIONS.. The standard deviation of return on investment a is 0.10, while the standard deviation of return on investment b is 0.04. If

PLEASE PROVIDE CALCULATIONS..

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_____________.

A. -0.0447

B. -0.0020

C. 0.0020

D. 0.0447

They are not any covariance information provided.

Thank you

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