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Between 1985 and 1995, the Standard Deviation of the Returns

Question 65

Multiple Choice

Between 1985 and 1995, the standard deviation of the returns for the S&P/TSX and the TSX Venture 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

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