Multiple Choice
Between 1998 and 2008, the standard deviation of the returns for the NYSE and the DJIA indexes were 0.10 and 0.09, respectively, and the covariance of these index returns was 0.0009. What was the correlation coefficient between the two market indicators?
A) .1000
B) .1100
C) .1258
D) .1322
E) .1164
Correct Answer:
Verified
Correct Answer:
Verified
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