Question: The table below provides the information about three stocks: The covariance of returns between Stocks 2 and 3 is a. 0. b. -0.0025. c. -0.0055.

The table below provides the information about three stocks:

The table below provides the information about three stocks: The covariance of

The covariance of returns between Stocks 2 and 3 is

a.

0.

b.

-0.0025.

c.

-0.0055.

d.

-0.0075.

e.

None of the above.

Stock (i) 1 Expected return Era) 8% 12% 15% Standard deviation oi 10% 15% 25% Correlation coefficient Pij P12 = P13 = 0.0 P23 = -0.2 2 3

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