2008 CFA Level 1 － Sample 样题(1)－Q60 black

8586

60、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 of Libby Company and Metromedia Company = 8.65

The correlation coefficient between returns for the two common stocks is closest to:

A. 0.025.

B. 0.388.

C. 0.465.

D. 0.558.

      

[此贴子已经被作者于2008-11-7 14:57:14编辑过]

xxjj564

 a

bingganc

谢谢楼主分享

arisdeng

thanks

fei1980

a

skling0

thanks

jiageiwangzi

a

CFAcanada

 tx

eca01yj

jvfc,j

percy

3