Questions 6-10 refer to the following table of information about the returns (in percentage form) to an investment in A Port and the Market Index over the first six months of the year.

What is the correlation coefficient (rho) of the investment A Port and the market index?

QUESTION 8 Questions 6-10 refer to the following table of information about the returns (in percentage form) to an investment in A Port and the Market Index over the first six months of the year. Month A Port Market 1 8 3 2 10 4 3 5 5 4 -2 2 5 6 6 6 3 -2 What is the correlation coefficient (rho) of the investment A Port and the market index? O a. Between - 1 and -0.5 O b. Between -0.5 and 0 O C. Between 0 and 0.5 Od. Between 0.5 and 1 O e. Greater than 1