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The covariance between the returns of stock A and stock B is –125. The standard deviation...

The covariance between the returns of stock A and stock B is –125. The standard deviation of the rates of return is 20 for stock A and 10 for stock B. The correlation coefficient of the rates of return between A and B is closest to ______.

a. 0.625

b. -0.375

c. 0.375

d.-0.625

math   Statistics-And-Probability   
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