Between 1994 and 2004, the Standard Deviation of the Returns

question 54

Multiple Choice

Between 1994 and 2004, the standard deviation of the returns for the S&P 500 and the NYSE indexes were 0.27 and 0.14, respectively, and the covariance of these index returns was 0.03. What was the correlation coefficient between the two market indicators?

• A) 1.26
• B) 0.7937
• C) 0.2142
• D) 0.1111
• E) 0.44

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The misuse or improper treatment of something or someone, often resulting in harm or injury.

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Failure to provide proper care, attention, or maintenance, resulting in potential harm or deterioration.

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The application of power, strength, or energy upon an object or body, causing it to change its velocity or shape.

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Physical harm or damage to a person's body as opposed to damage to property or reputation.