Solved

The Covariance of a Random Variable with Itself Is

Question 43

Multiple Choice

The covariance of a random variable with itself is

A) its correlation with itself
B) its standard deviation
C) its variance
D) equal to 1.0

Related Questions

Q38: Covariance is _ correlation is _.<br>A) positive,

Q39: The covariance between a security's returns and

Q40: There are 1,700 stocks in the Value

Q41: A security has a return variance of

Q42: The variance of a two-security portfolio decreases

Q44: The least risk portfolio is called the<br>A)

Q45: Suppose Stock M has an expected return

Q46: The questions relate to the following table

Q47: As portfolio size increases, the variance of

Q48: The questions relate to the following table