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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=2.0x+8.40RM+eARB=1.84+8.90RH+eBM=15%;R5quareA=0.30;R-squareB=0.22 What are the covariance and

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Suppose that the index model for stocks A and B is estimated from excess returns with the following results: RA=2.0x+8.40RM+eARB=1.84+8.90RH+eBM=15%;R5quareA=0.30;R-squareB=0.22 What are the covariance and the correlation coefficient befween the two stocks

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