12、The joint probability of returns, for securities A and B, are as follows: Joint Probability Function of Security A and Security B Returns (Entries are joint probabilities) | | Return on security B=30% | Return on security B=20% | Return on security A= 25% | 0.60 | 0 | Return on security A= 20% | 0 | 0.40 |
The covariance of the returns between securities A and B is closest to: A. 3%. B. 12%. C. 24%. D. 144%.
[此贴子已经被作者于2008-11-7 16:50:54编辑过] | 
发表于 2008-5-17 18:18
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