题目
Given the following data, what is the correlation coefficient between the two stocks and the Beta of stock A?Standard deviation of returns of Stock A is 10.04%Standard deviation of returns of Stock B is 2.05%Standard deviation of the market is 3.01%Covariance between the two stocks is 0.00109Covariance between the market and stock A is 0.002
选项
A.Correlation Coefficient：0.5296 Beta (stock A):0.06
B.Correlation Coefficient：0.6556 Beta (stock A):2.21
C.Correlation Coefficient：0.5296 Beta (stock A):2.21
D.Correlation Coefficient：0.6556 Beta (stock A):0.06
答案
C
解析
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