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  3. Study Set
    Principles of Corporate Finance Study Set 5
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    Exam 8: Portfolio Theory and the Capital Asset Pricing Model
  5. Question
    If the Covariance of Stock a with Stock B Is
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If the Covariance of Stock a with Stock B Is

Question 8

Question 8

Multiple Choice

If the covariance of Stock A with Stock B is - 100, what is the covariance of Stock B with
Stock A?


A) +100
B) -100
C) 1/100
D) Need additional information

Correct Answer:

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