If the correlation coefficient between annual returns is .3, what is the annual covariance?

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Investments

ISBN: 978-0071338875

8th Canadian Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus, Stylianos Perrakis, Peter

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Question Posted: Jun 21, 2015 03:39 AM

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If the correlation coefficient between annual returns is .3, what is the annual covariance?

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If r s and r h are the continuously compounded annual returns with corre...View the full answer

Investments

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