The standard deviation of return on investment a is 25, Financial Management

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The standard deviation of return on investment a is 25

The standard deviation of return on investment A is .25, while the standard deviation of return on investment B is .20. If the covariance of returns on A and B is .010, the correlation coefficient between the returns on A and B is _________.

.200

−.010

−.200

.010

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Financial Management: The standard deviation of return on investment a is 25

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