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The standard deviation of return on investment A is 21%, while the standard deviation of return on investment B is 16%. If the covariance of

The standard deviation of return on investment A is 21%, while the standard deviation of return on investment B is 16%. If the covariance of returns on A and B is 0.006, the correlation coefficient between the returns on A and B is __________. Multiple Choice

0.006 0.006 0.179 0.179

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