Question
The standard deviation of return on investment A is 28%, while the standard deviation of return on investment B is 23%. If the correlation coefficient
The standard deviation of return on investment A is 28%, while the standard deviation of return on investment B is 23%. If the correlation coefficient between the returns on A and B is −0.248, the covariance of returns on A and B is __________.
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Corporate Finance A Focused Approach
Authors: Michael C. Ehrhardt, Eugene F. Brigham
6th edition
1305637100, 978-1305637108
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