Multiple Choice
Consider two securities, A and B. Security A and B have a correlation coefficient of 0.65. Security A has standard deviation of 12, and security B has standard deviation of 25. Calculate the covariance between these two securities.
A) 300
B) 461.54
C) 261.54
D) 195
E) 200
Correct Answer:
Verified
Correct Answer:
Verified
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