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.
【正确答案】 C
【答案解析】[*]