Question
The standard deviation of return on investment A is 0.4, while the standard deviation of return on investment B is 0.6. If the covariance between
The standard deviation of return on investment A is 0.4, while the standard deviation of return on investment B is 0.6. If the covariance between the returns on A and B is -0.072, the correlation of returns on A and B is _________.
| -0.108 | ||
| -0.3 | ||
| -0.01728 | ||
| -0.048 |
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Fundamentals Of Corporate Finance
Authors: Jonathan Berk, Peter DeMarzo, Jarrad Harford
5th Edition
0135811600, 978-0135811603
