Question: using this data: the standard deviation of the returns on asset A is 02 the standard deviation of the returns on asset B is 0.05
using this data:
the standard deviation of the returns on asset A is 02
the standard deviation of the returns on asset B is 0.05
the covariance of the returns on asset A and B is 0.003
what is the correlation coefficient(Rho) of the returns of asset A and B?
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