Question: answer is C. could someone explain the theory behind it. In a weak form efficient market the correlation coefficient between stock returns for two non-

answer is C. could someone explain the theory behind it. answer is C. could someone explain the theory behind it. In a

In a weak form efficient market the correlation coefficient between stock returns for two non- overlapping time periods is expected to be A. positive and large. B. positive and small. C. Zero D. negative and small. E. negative and large

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