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The standard deviation of return on investment A is 28%, while the standard deviation of return on investment B is 23%. If the covariance of

The standard deviation of return on investment A is 28%, while the standard deviation of return on investment B is 23%. If the covariance of returns on A and B is 0.007, the correlation coefficient between the returns on A and B is __________.

-0.109
-0.078
0.109
0.078

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