The correlation of returns be

The correlation of returns between Stocks A and B is 0.50. The covariance between these two securities is 0.0043, and the standard deviation of the return of Stock B is 26%. The variance of returns for Stock A is:...

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单选题-The correlation of returns between Stocks A and B is 0.50. The covariance between these two securities is 0.0043, and the standard deviation of the return of Stock B is 26%. The variance of returns for Stock A is:

单选题

A.0.0011.

B.0.0331.

C.0.2656.

我个人认为这个应该是:A

解析:

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