What is the covariance for two assets when Asset G has a variance of .02, Asset H
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Question:
What is the covariance for two assets when Asset G has a variance of .02, Asset H has a variance of .03 and the correlation coefficient for the two assets is 0.70?
Select one:
A.
.0342
B.
.0171
C.
.1308
D.
.0004
Related Book For
Income Tax Fundamentals 2017
ISBN: 9781305872738
35th edition
Authors: Gerald E. Whittenburg, Steven Gill, Martha Altus-Buller
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