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The standard deviation of monthly changes in the prices of goldis $0.54, while the deviation of monthly changes in a futures onthe gold is $0.95,
The standard deviation of monthly changes in the prices of goldis $0.54, while the deviation of monthly changes in a futures onthe gold is $0.95, correlation among 2 changes is 0.77. Calculateoptim 2 answers
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Fundamentals of Investments
Authors: Gordon J. Alexander, William F. Sharpe, Jeffery V. Bailey
3rd edition
132926172, 978-0132926171
