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The standard deviation of return on investment A is 0.10, while the standard deviation of return on investment B is 0.05. If the covariance of
The standard deviation of return on investment A is 0.10, while the standard deviation of return on investment B is 0.05. If the covariance of returns on A and B is 0.0030, the correlation coefficient between the returns on A and B is
0.36
0.77
0.60
0.12
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