Question
The covariance between the returns on two stock is 1. The standard deviations of stocks A and B are 0.8 and 0.5, respectively. Calculate and
The covariance between the returns on two stock is 1. The standard deviations of stocks A and B are 0.8 and 0.5, respectively. Calculate and interpret the correlations between the two assets a. 2 b. 0.25 c. 0.2 d. 2.5
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Personal Finance And Investments
Authors: Keith Redhead
1st Edition
0415428629, 978-0415428620
