QUESTION 10 Consider two securities, A and B. Security A and B have a correlation coefficient of 0.65. Security A has standard deviation of 12, and security B has standard deviation of 25. Calculate...


QUESTION 10







  1. Consider two securities, A and B. Security A and B have a correlation coefficient of 0.65. Security A has standard deviation of 12, and security B has standard deviation of 25. Calculate the covariance between these two securities.






























    a.
    200

    b.
    461.54

    c.
    300

    d.
    261.54

    e.
    195







Jun 10, 2022
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