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Saved poate Help Save & Exit Submit The standard deviation of return on investment Ais 28%, while the standard deviation of return on investment B

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Saved poate Help Save & Exit Submit The standard deviation of return on investment Ais 28%, while the standard deviation of return on investment B is 23%. If the correlation coefficient between the returns on A and B is -0.248, the covariance of returns on A and B is Multiple Choice O -0.2037 -0.0160 O 0.0160 O 0.2037 18 of 25 REL

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