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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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