700+ câu trắc nghiệm Đầu tư dự án có đáp án - Phần 15

StateProbabilityReturn on Stock AReturn on Stock B10.1010%8%20.2013%7%30.2012%6%40.3014%9%50.2015%8%The coefficient of correlation between A and B is

22/31

State

Probability

Return on Stock A

Return on Stock B

1

0.10

10%

8%

2

0.20

13%

7%

3

0.20

12%

6%

4

0.30

14%

9%

5

0.20

15%

8%

The coefficient of correlation between A and B is

1.20.

0.46.

0.58.

0.73.

0.60

Giải thích

Chọn đáp án B