d. b. b. d. b. d. 2 20. 17. The mean rate of return on security A is: 8% 9% 10% 11% 12% 18. The standard deviation in return on B is: 24% 16% 9.8% 4.9% none of the above 19. The covariance in the rates of return is: +48 -48 -10 +10 none of the above State of Nature 1 2 Probability 0.6 0.4 Rate of Return on A 20% 0% The correlation coefficient is: +1 +0.5 -0.5 -1 bivib lenne a zobivena bromas Sabomolong to made 11 a ntmon eli Rate of Return on B 0% 10% on the labama Awa 4 442 200