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The standard deviation of return on investment A is 24%, while the standard deviation of return on investment B is 19%. If the correlation coefficient

The standard deviation of return on investment A is 24%, while the standard deviation of return on investment B is 19%. If the correlation coefficient between the returns on A and B is 0.263, the covariance of returns on A and B is _________.

  • 0.2082

  • 0.0120

  • 0.2082

  • 0.0120

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