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The standard deviation of return on investment A is 10%, while the standard deviation of return on investment B is 4%. If the correlation coefficient

The standard deviation of return on investment A is 10%, while the standard deviation of return on investment B is 4%. If the correlation coefficient between the returns on A and B is -.50, the covariance of returns on A and B is _________.

Multiple Choice

  • -.0447

  • -.0020

  • .0020

  • .0447

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