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The covariance of returns between stock A and stock B is 100. The standard deviation of returns is 10% for stock A and 20% for

The covariance of returns between stock A and stock B is 100. The standard deviation of returns is 10% for stock A and 20% for stock B. What is the correlation coefficient?

a. -0.5

b. +1.0

c. +0.5

d. 0.0

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