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The covariance of Security X's returns and Security Ys returns is 10, and the variance of Security X's returns is 13% and the variance of

The covariance of Security X's returns and Security Ys returns is 10, and the variance of Security X's returns is 13% and the variance of Security Y's returns is 17%. The correlation coefficient of the security X and Y returns is closest to:

1 1.83

2 0.67

3 0.25

4 0.05

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