Multiple Choice
Between 2000 and 2010, the standard deviation of the returns for the TSX Venture and the S&P/TSX 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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