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    Exam 11: Return and Risk: the Capital Asset Pricing Model Capm
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    The Variance of Stock a Is
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The Variance of Stock a Is

Question 24

Question 24

Multiple Choice

The variance of Stock A is .003969,the variance of Stock B is .007056,and the covariance between the two is .0026.What is the correlation coefficient?


A) .9284
B) .8542
C) .5010
D) .4913
E) .3510

Correct Answer:

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