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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 covariance of

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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 covariance of returns on A and B is 0.004 , the correlation coefficient between the returns on A and B is Multiple Choice 0004 0.606 0.606 0004

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