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The variance of Stock A is .005, the variance of the market is .008 and the covariance between the two is .0026. What is the

The variance of Stock A is .005, the variance of the market is .008 and the covariance between the two is .0026. What is the correlation coefficient?

A.

.2003

B.

.2115

C.

.3280

D.

.4111

E.

.5915

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