Between 1985 and 1995, the standard deviation of the returns for the S&P/TSX and the TSX Venture indexes were 0.06 and 0.07, respectively, and the covariance of these index returns was 0.0008. What was the correlation coefficient between the two market indicators?
A) .1525
B) .1388
C) .1458
D) .1622
E) .1064
Correct Answer:
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Q52: USE THE INFORMATION BELOW FOR THE FOLLOWING
Q52: What is the expected return of
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Q56: What is the expected return of
Q58: What is the expected return of
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Q60: Between 1998 and 2008, the standard deviation
Q62: Exhibit 6-6
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