感谢大家一直对FRM贴吧的支持,现特出【每日一题】专栏,今天发题目,明天公布答案解析,知道答案的可以在下面留言回复!!!Are you ready?一起来答题哦~
学习是一个循序渐进的过程,只有持之以恒方能最后取得成功。想要获取FRM证书同样如此,每天学习一个知识点,参透参悟,一定能最后通过考试!
The variance of the returns from stock A is 0.018 and that of the market is 0.025. If the covariance between the stock and the market index is -0.002, their correlation coefficient is CLOSEST to:
A. -0.23
B. -0.11
C. -0.09
D. -0.08
学习是一个循序渐进的过程,只有持之以恒方能最后取得成功。想要获取FRM证书同样如此,每天学习一个知识点,参透参悟,一定能最后通过考试!
The variance of the returns from stock A is 0.018 and that of the market is 0.025. If the covariance between the stock and the market index is -0.002, their correlation coefficient is CLOSEST to:
A. -0.23
B. -0.11
C. -0.09
D. -0.08