Question
the standard deviation of return on investment a is 0.10 while the standard deviation of return on investment b is 0.40. if the correlation between
the standard deviation of return on investment a is 0.10 while the standard deviation of return on investment b is 0.40. if the correlation between the returns on A and B is -0.50, the covariance of rerturns on A and B is: a) -.447 b)-.0020 c) .0020 d) 0.0447
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Investment Analysis And Portfolio Management
Authors: Frank K. Reilly, Keith C. Brown
6th Edition
003025809X, 978-3540014386
