Question
The standard deviation of return on investment A is 37%, while the standard deviation of return on investment B is 21%. If the covariance of
The standard deviation of return on investment A is 37%, while the standard deviation of return on investment B is 21%. If the covariance of returns on A and B is 0.010, the correlation coefficient between the returns on A and B is _________.
| a | -0.777 | |
| b | 0.129 | |
| c | -0.129 | |
| d | 0.777 |
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Personal Financial Planning
Authors: Randy Billingsley, Lawrence J. Gitman, Michael D. Joehnk
15th Edition
978-0357438480, 0357438485
