问题
单项选择题
An analyst gathered the following information about two common stocks: · variance of returns for the Company E=15.5 · variance of returns for the Company F=22.3 · covariance between returns of Company E and Company F = 8.65 The correlation coefficient between returns for the two common stocks is closest to:（）
A. 0.025.
B. 0.388.
C. 0.465.
答案
参考答案：C
解析：
E公司回报率的标准差
