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Year R (A) R (B) 2006 11.0% 14.0% 2007 5.0% 2.0% 2008 -4 -8 average 4.00% 2.67% variance 0.0057 0.01213 st dev 7.55% 11.02% What
| Year | R (A) | R (B) |
| 2006 | 11.0% | 14.0% |
| 2007 | 5.0% | 2.0% |
| 2008 | -4 | -8 |
| average | 4.00% | 2.67% |
| variance | 0.0057 | 0.01213 |
| st dev | 7.55% | 11.02% |
What is the covariance between stocks A and B based on the historical information presented in the table above?
a.0.005467 or 54.67
b.0.00832 or 83.2
c.0.0082 or 82
d.0.0164 or 164
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Market Regulations And Finance
Authors: Ratan Khasnabis, Indrani Chakraborty
2014th Edition
8132217942, 978-8132217947
