The standard deviation of return on investment a is 10


The standard deviation of return on investment A is .10, while the standard deviation of return on investment B is .04. If the correlation coefficient between the returns on A and B is -.50, the covariance of returns on A and B is _________.

(a) -.0447

(b) -.0020

(c) .0020

(d) .0447

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Financial Management: The standard deviation of return on investment a is 10
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