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The standard deviation of return on investment A is 11 , while the standard deviation of return on investment B is 06 . If the

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The standard deviation of return on investment A is 11 , while the standard deviation of return on investment B is 06 . If the covariance of returns on A and B is 004 , the correlation coefficient between the returns on A and B is Multiple Choice 004 .606 .606 .004

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