Multiple Choice
Between 1994 and 2004, the standard deviation of the returns for the S&P 500 and the NYSE indexes were 0.27 and 0.14, respectively, and the covariance of these index returns was 0.03. What was the correlation coefficient between the two market indicators?
A) 1.26
B) 0.7937
C) 0.2142
D) 0.1111
E) 0.44
Correct Answer:
Verified
Correct Answer:
Verified
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