题目
The covariance between the return from two securities is 4 and the correlation between them is 0.5. If the variance of the first return is 16, the variance of the second return will be CLOSEST to:
选项
A.0.25
B.0.50
C.2.00
D.4.00
答案
D
解析
本题解析如下：「huixue_img/importSubject/1564169386246410240.png」