The correlation of returns between two securities with equal standard deviation of returns is 0.75. If the covariance of returns is 5.5%², the standard deviation of returns for each security is closest to: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz
Chartered Financial Analyst Level 1
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The correlation of returns between two securities with equal standard deviation of returns is 0.75. If the covariance of returns is 5.5%², the standard deviation of returns for each security is closest to:
