Solved

Between 1975 and 1985, the Standard Deviation of the Returns

Question 1

Multiple Choice

Between 1975 and 1985, the standard deviation of the returns for the NYSE and the S&P 500 indexes were 0.06 and 0.07, respectively, and the covariance of these index returns was 0.0008. What was the correlation coefficient between the two market indicators?


A) .1525
B) .1388
C) .1458
D) .1622
E) .1064

Correct Answer:

verifed

Verified

Related Questions

Q2: Between 1980 and 2000, the standard deviation

Q3: Between 1990 and 2000, the standard deviation

Q4: One of the assumptions of capital market

Q5: An individual investor's utility curves specify the

Q6: USE THE INFORMATION BELOW FOR THE FOLLOWING

Q7: 16.99%What is the expected return of the

Q8: USE THE INFORMATION BELOW FOR THE FOLLOWING

Q9: Theoretically, the correlation coefficient between a completely

Q10: USE THE INFORMATION BELOW FOR THE FOLLOWING

Q11: USE THE INFORMATION BELOW FOR THE FOLLOWING