Covariance is _____ correlation is ______.
A) positive, positive or negative
B) negative, positive or negative
C) positive or negative, positive or zero
D) positive or negative, positive or negative
Correct Answer:
Verified
Q4: The variance of a two-security portfolio decreases
Q5: A security has a return variance of
Q6: A security has a return variance of
Q7: Covariance is the product of two securities'
A)
Q8: The covariance of a random variable with
Q10: For a six-security portfolio, it is necessary
Q11: COV (A,B) = .335. What is COV
Q12: One of the first proponents of the
Q13: Without knowing beta, determining portfolio variance with
Q14: Securities A, B, and C have betas
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