Multiple Choice
Security X has expected return of 7% and standard deviation of 14%. Security Y has expected return of 11% and standard deviation of 22%. If the two securities have a correlation coefficient of 0.45, what is their
Covariance?
A) 0.0388
B) -0.0108
C) 0.0184
D) -0.0139
E) -0.1512
Correct Answer:
Verified
Correct Answer:
Verified
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