Question
The correlation between two sets of assets is -0.1. Asset A has a variance of returns of 25 percent squared and Asset B has a
The correlation between two sets of assets is -0.1. Asset A has a variance of returns of 25 percent squared and Asset B has a variance of returns of 144 percent squared. What is the covariance between Asset A and Bs returns in terms of percent squared?
- a -600
- B. -360
- C. -0.0017
- D. -6.0
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Financial Markets And Institutions
Authors: Stanley Eakins Frederic Mishkin
9th Global Edition
1292215003, 978-1292215006
