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The standard deviation of returns on Stock X is 10%, while the standard deviation of return on Stock Y is 4%. If the correlation coefficient

The standard deviation of returns on Stock X is 10%, while the standard deviation of return on Stock Y is 4%. If the correlation coefficient between the returns on X and Y is -.50, the covariance of returns on A and B is ________.

A. 0.0447

B. -0.0447

C. -0.0020

D. 0.0020

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