Chartered Financial Analyst Level 1
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An analyst gathers the following information:
Standard Deviation of Returns Beta Portfolio 10% 0.5 Market 20% 1.0
The covariance between the returns of the portfolio and the market is closest to:
An analyst gathers the following information:
| Standard Deviation of Returns | Beta | |
|---|---|---|
| Portfolio | 10% | 0.5 |
| Market | 20% | 1.0 |
The covariance between the returns of the portfolio and the market is closest to:
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