单选题 An analyst gathered the following information about two common stocks: · variance of returns for the Company E=15.5 · variance of returns for the Company F=22.3 · covariance between returns of Company E and Company F = 8.65 The correlation coefficient between returns for the two common stocks is closest to:

A、

A. 0.025.
B、

B. 0.388.
C、

C. 0.465.

【正确答案】 C

【答案解析】[分析] E公司回报率的标准差

F公司回报率的标准差

两只股票的相关系数