Page 37 - FINAL CFA SLIDES DECEMBER 2018 DAY 12
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Session Unit 12:
                                                                                      42. Portfolio RR: Part II (A/C/A/B/A/C)


     8.    The covariance of the market’s returns with the stock’s returns is 0.008. The standard deviation of the market’s returns is 0.08, and the standard
           deviation of the stock’s returns is 0.11. What is the correlation coefficient of the returns of the stock and the returns of the market?














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