[CFA level 1模拟真题]Version 2 Questions－Q60 face, following, returns, common, about

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Q60. An analyst gathered the following information about two common stork:

Variance of returns for the Libby Company=15.5

Variance of return for the Metromedia Company=22.3

Covariance between returns for the two common stock is close to;

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

A. 0.025.

B. 0.388.

C. 0.465.

D. 0.558.

答案和详解如下：

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[2007 CFA level 1模拟真题]Version 2 Questions－Q60

2007-11-5 19:25

水模样

1

vivian1022

???

newstudent

3x

denker5781

?

zwpersist

看看

jungle1009

see

technet

covariance=?

shenyue

a

ondesert

kk