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The covariance between the returns of A and B is -0.112. The standard deviation of the rates of return is 0.26 for stock A and

The covariance between the returns of A and B is -0.112. The standard deviation of the rates of return is 0.26 for stock A and 0.81 for stock B. The correlation of the rates of return between A and B is the closest to ________.

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