The standard deviation of return on investment
A
is
10%
, while the standard deviation of return on investment
B
is
5%
. If the covariance of returns on
A
and
B
is 0.0030 , the correlation coefficient between the returns on
A
and
B
is
◻
0.35 0.44 0.77 0.12 0.60

Question

The standard deviation of return on investment

A

is

10%

, while the standard deviation of return on investment

B

is

5%

. If the covariance of returns on

A

and

B

is 0.0030 , the correlation coefficient between the returns on

A

and

B

is

◻

0.35 0.44 0.77 0.12 0.60

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