Multiple Choice
Based on the outcomes in the table below choose which of the statements is/are correct:
I. The covariance of Security A and Security B is zero
II. The correlation coefficient between Security A and C is negative
III. The correlation coefficient between Security B and C is positive
A) I only
B) I and II only
C) II and III only
D) I, II and III
Correct Answer:
Verified
Correct Answer:
Verified
Q1: You are considering investing $1000 in a
Q2: You have an APR of 7.5% with
Q3: You have the following rates of return
Q4: The geometric average of -12%, 20% and
Q6: Consider the following limit order book of
Q7: Security A has a higher standard deviation
Q8: The formula is used to calculate the
Q9: If the bid price is $15.12 and
Q10: You have the following rates of return
Q11: Two assets have the following expected returns