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The standard deviation of return on investment A is 11%, while the standard deviation of return on investment B is 6%. If the correlation coefficient

The standard deviation of return on investment A is 11%, while the standard deviation of return on investment B is 6%. If the correlation coefficient between the returns on A and B is 0.152, the covariance of returns on A and B is _________. Multiple Choice

0.0829

0.0010

0.0010

0.0829

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