The standard deviation of returns is 0.30 for Stock A and 0.20 for Stock B. The covariance between the returns of A and B is 0.006. The correlation of returns between A and B is: —— 财会经济>CFA特许金融分析师 > CFA考试（Level Ⅰ）

财会经济>CFA特许金融分析师 > CFA考试（Level Ⅰ） > Study Session 12　Portfolio Management

单选题 编号：2686138

1. The standard deviation of returns is 0.30 for Stock A and 0.20 for Stock B. The covariance between the returns of A and B is 0.006. The correlation of returns between A and B is: