The correlation between two returns:
A) is the covariance between the two returns divided by the product of their standard deviations.
B) is the standard deviations of the two returns divided by the covariance between them.
C) is the standard deviations of the two returns multiplied by the covariance between them.
D) is the covariance between the two returns divided by the product of their variances.
Correct Answer:
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