If given the standard deviations of the returns of two assets and the correlation between the two assets, which of the following would an analyst least likely be able to derive from these?

If given the standard deviations of the returns of two assets and the correlation between the two assets, which of the following would an analyst least likely be able to derive from these?

The covariance of the returns on investments X and Y is 18.17. The standard deviation of returns on X is 7%, and the standard deviation of returns on Y is 4%. What is the value of the correlation coefficient for returns on investments X and Y?

The covariance of the returns on investments X and Y is 18.17. The standard deviation of returns on X is 7%, and the standard deviation of returns on Y is 4%. What is the value of the correlation coefficient for returns on investments X and Y?

The covariance of returns on two investments over a 10-year period is 0.009. If the variance of returns for investment A is 0.020 and the variance of returns for investment B is 0.033, what is the correlation coefficient for the returns?

The covariance of returns on two investments over a 10-year period is 0.009. If the variance of returns for investment A is 0.020 and the variance of returns for investment B is 0.033, what is the correlation coefficient for the returns?

The correlation coefficient for a series of returns on two investments is equal to 0.80. Their covariance of returns is 0.06974 . Which of the following are possible variances for the returns on the two investments?

The correlation coefficient for a series of returns on two investments is equal to 0.80. Their covariance of returns is 0.06974 . Which of the following are possible variances for the returns on the two investments?