题目
The variance of the returns from stock A is 0.018 and that of the market is 0.025. If the covariance between the stock and the market index is -0.002, their correlation coefficient is CLOSEST to:
选项
A.-0.23
B.-0.11
C.-0.09
D.-0.08
答案
C
解析
本题解析如下：「huixue_img/importSubject/1564169386103803904.png」