单选题
An analyst gathered the following information about two common
stocks:
Variance of returns for the Libby Company =
15.5
Variance of returns for the Metromedia Company =
22.3
Covariance between returns for the two common stocks is
close to:
The correlation coefficient between returns for the
two common stocks is closest to:
- A. 0.025.
- B. 0.388.
- C. 0.465.