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Question 20 An analyst develops the following covariance matrix of returns: Hedge Fund Market Index Hedge Fund 17256 110 Market Index 81 The correlation of

Question 20 An analyst develops the following covariance matrix of returns: Hedge Fund Market Index Hedge Fund 17256 110 Market Index 81 The correlation of returns between the hedge fund and the market index is closest to 110 0.005 0.073 0.764 123

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