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The standard deviation of return on investment A is .10, while the standard deviation of return on investment B is .04. If the correlation coefficient
The standard deviation of return on investment A is .10, while the standard deviation of return on investment B is .04. If the correlation coefficient between the returns on A and B is -.50, the covariance of returns on A and B is _________.
a. -.0447
b. -.0020
c. .0020
d. .0447
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