Question
The returns on Asset A have a standard deviation of 0.29, and those of B have a standard deviation of 0.38. If the coefficient of
The returns on Asset A have a standard deviation of 0.29, and those of B have a standard deviation of 0.38. If the coefficient of correlation between their returns is 0.1, what is the covariance between their returns? Please give your answer to three decimal places.
You Answered 0.011
Correct Answer 0.008
why the correct answer is 0.008?
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Sports Finance And Management Real Estate Entertainment And The Remaking Of The Business
Authors: Jason A. Winfree, Mark S. Rosentraub, Brian M Mills
1st Edition
1439844712, 9781439844717
