单选题 If the standard deviation of stock A is 7.2 percent, the standard deviation of stock B is 5.4 percent, and the covariance between the two is - 0. 0031, what is the correlation coefficient?

A、 -0.64.
B、 -0.80.
C、 -0.19.

【正确答案】 B

【答案解析】The formula is : ( Covariance of A and B ) / [ ( Standard deviation of A) ( Standard Deviation of B) ] = ( Correlation Coefficient of A and B) = (-0.0031)/(0.072)×(0.054)=-0.797.