题目
The correlation of returns between Stocks A and B is 0.60. 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:
选项
A.0.0007
B.0.0331
C.0.0112
D.0.2656
答案
A
解析
「huixue_img/importSubject/1564169386980413440.png」