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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

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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 between the returns on A and B is .50, the covariance of returns on A and B is .0447 .0020 .0020 .0447

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