问题
单项选择题
If given the standard deviations of the returns of two assets and the correlation between the two assets, which of the following would an analyst NOT necessarily be able to derive from these The:（）
A. covariance between the returns.
B. expected returns.
C. variance of each return.
答案
参考答案：B
解析：
The correlations and standard deviations cannot give a measure of central tendency, such as the expected value.